+462.2%
KORU vs AMDL
+131.0%
+331.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | -1.9% |
| 7D | +20.1% | +29.0% | -8.9% | +3.7% |
| 30D | +47.5% | +19.1% | +28.4% | +33.8% |
| 3M | -30.1% | +1.8% | -31.8% | -23.4% |
| 6M | +20.1% | +374.4% | -354.3% | -26.3% |
| YTD | +166.6% | +278.9% | -112.3% | +71.7% |
| 1Y | +458.9% | +510.6% | -51.6% | +182.1% |
| All | +462.2% | +131.0% | +331.2% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling