+82.9%
KORU vs AME
+445.1%
-362.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.3% | +5.7% | +3.6% |
| 7D | -1.7% | +1.7% | -3.5% | -4.1% |
| 30D | +13.5% | -6.4% | +20.0% | +27.3% |
| 3M | -45.2% | +7.1% | -52.3% | -46.2% |
| 6M | +17.1% | +8.2% | +9.0% | +21.9% |
| YTD | +154.1% | +18.2% | +136.0% | +139.9% |
| 1Y | +375.7% | +26.7% | +348.9% | +297.7% |
| 3Y | +474.0% | +60.7% | +413.3% | +220.8% |
| 5Y | +60.4% | +91.6% | -31.2% | -28.4% |
| All | +82.9% | +445.1% | -362.1% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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