-33.1%
KORU vs ALM
+387.9%
-421.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -2.8% |
| 7D | +24.3% | -4.0% | +28.4% | +26.3% |
| 30D | -44.8% | -30.5% | -14.3% | -37.0% |
| 3M | -60.0% | -46.9% | -13.1% | -49.9% |
| 6M | -78.7% | -65.5% | -13.2% | -69.3% |
| YTD | -10.6% | -13.4% | +2.8% | +16.9% |
| 1Y | -3.8% | +9.8% | -13.6% | +22.7% |
| 3Y | +142.0% | +783.1% | -641.1% | +116.7% |
| 5Y | -33.1% | +378.3% | -411.4% | -36.7% |
| All | -33.1% | +387.9% | -421.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling