+67.7%
KORU vs AME
+83.9%
-16.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.6% |
| 7D | +20.1% | +1.3% | +18.8% | +17.6% |
| 30D | +47.5% | -6.6% | +54.0% | +67.0% |
| 3M | -30.1% | +3.0% | -33.0% | -26.2% |
| 6M | +20.1% | +5.3% | +14.8% | +29.9% |
| YTD | +166.6% | +15.4% | +151.2% | +164.0% |
| 1Y | +458.9% | +26.8% | +432.1% | +382.6% |
| 3Y | +531.8% | +56.5% | +475.2% | +280.5% |
| 5Y | +67.7% | +85.2% | -17.6% | -23.0% |
| All | +67.7% | +83.9% | -16.2% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling