+47.2%
KORU vs ALM
+856.4%
-809.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -9.6% | -2.9% | -9.8% |
| 7D | +2.3% | -7.1% | +9.4% | +4.5% |
| 30D | +20.0% | +24.7% | -4.7% | +13.7% |
| 3M | -32.7% | +8.3% | -41.0% | -31.9% |
| 6M | +13.3% | -22.2% | +35.5% | +24.8% |
| YTD | +133.2% | +88.1% | +45.1% | +134.6% |
| 1Y | +357.3% | +272.4% | +84.9% | +324.2% |
| 3Y | +452.7% | +2,004.1% | -1,551.5% | +266.8% |
| 5Y | +47.2% | +915.8% | -868.6% | +8.7% |
| All | +47.2% | +856.4% | -809.2% | +8.7% |
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