+51.9%
KORU vs ALM
+7,705.7%
-7,653.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.5% | +14.9% | +13.5% |
| 7D | +13.0% | -2.6% | +15.6% | +13.0% |
| 30D | +27.3% | +32.0% | -4.7% | +26.9% |
| 3M | -55.3% | -15.0% | -40.2% | -55.1% |
| 6M | +11.6% | -10.1% | +21.7% | +12.1% |
| YTD | +158.5% | +99.4% | +59.1% | +158.3% |
| 1Y | +482.2% | +316.4% | +165.8% | +478.5% |
| 3Y | +471.9% | +2,022.0% | -1,550.1% | +461.0% |
| 5Y | +41.1% | +941.2% | -900.0% | +38.8% |
| 10Y | +80.2% | +2,950.3% | -2,870.2% | +76.0% |
| All | +51.9% | +7,705.7% | -7,653.9% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling