-68.3%
KORU vs AR
-30.5%
-37.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +3.1% |
| 7D | -34.5% | -5.8% | -28.8% | -33.1% |
| 30D | -59.6% | +4.8% | -64.4% | -60.1% |
| 3M | -56.1% | +1.5% | -57.6% | -56.6% |
| 6M | -84.7% | +4.7% | -89.4% | -85.3% |
| YTD | -20.6% | +9.2% | -29.8% | -25.8% |
| 1Y | -13.9% | +11.2% | -25.1% | -20.1% |
| 3Y | +114.9% | +46.2% | +68.6% | +81.5% |
| 5Y | -36.0% | +98.1% | -134.0% | -52.1% |
| 10Y | -27.8% | +54.5% | -82.4% | -51.6% |
| All | -68.3% | -30.5% | -37.8% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling