-16.2%
KORU vs AMT
+134.2%
-150.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +24.3% | -2.2% | +26.5% | +25.9% |
| 30D | -44.8% | +5.8% | -50.6% | -47.5% |
| 3M | -60.0% | +12.6% | -72.6% | -63.6% |
| 6M | -78.7% | +8.3% | -87.0% | -81.6% |
| YTD | -10.6% | +11.4% | -22.0% | -24.7% |
| 1Y | -3.8% | +7.7% | -11.5% | -16.8% |
| 3Y | +142.0% | +14.8% | +127.2% | +81.3% |
| 5Y | -33.1% | -18.0% | -15.1% | -31.1% |
| All | -16.2% | +134.2% | -150.4% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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