+31.4%
KORU vs AME
+532.6%
-501.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | +24.3% | +2.8% | +21.5% | +19.4% |
| 30D | +37.3% | -6.3% | +43.6% | +52.7% |
| 3M | -32.8% | +5.4% | -38.2% | -31.9% |
| 6M | +36.9% | +7.4% | +29.5% | +43.8% |
| YTD | +162.6% | +16.2% | +146.5% | +154.5% |
| 1Y | +467.0% | +26.8% | +440.2% | +376.2% |
| 3Y | +522.4% | +57.5% | +464.9% | +267.2% |
| 5Y | +57.9% | +84.8% | -27.0% | -22.5% |
| 10Y | +70.8% | +424.3% | -353.5% | -74.8% |
| All | +31.4% | +532.6% | -501.3% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling