-14.3%
KORU vs AR
+58.9%
-73.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.5% | +16.9% | +18.0% |
| 7D | -18.1% | +2.1% | -20.2% | -18.2% |
| 30D | -45.7% | +4.5% | -50.3% | -46.3% |
| 3M | -51.6% | +1.0% | -52.6% | -52.1% |
| 6M | -82.6% | +4.4% | -87.1% | -83.2% |
| YTD | -5.9% | +10.9% | -16.8% | -12.4% |
| 1Y | +3.3% | +8.6% | -5.3% | -3.2% |
| 3Y | +154.5% | +48.5% | +106.0% | +114.6% |
| 5Y | -26.6% | +95.7% | -122.3% | -44.5% |
| 10Y | -14.3% | +55.5% | -69.7% | -29.8% |
| All | -14.3% | +58.9% | -73.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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