+3.0%
KORU vs AR
-27.2%
+30.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.7% | +14.1% | +13.6% |
| 7D | +13.0% | +2.5% | +10.5% | +12.1% |
| 30D | +27.3% | +14.8% | +12.5% | +21.6% |
| 3M | -55.3% | +6.2% | -61.5% | -56.7% |
| 6M | +11.6% | +4.3% | +7.3% | +6.8% |
| YTD | +158.5% | +14.4% | +144.2% | +139.6% |
| 1Y | +482.2% | +21.3% | +460.8% | +429.9% |
| 3Y | +471.9% | +39.8% | +432.1% | +389.2% |
| 5Y | +41.1% | +142.1% | -100.9% | +0.3% |
| 10Y | +80.2% | +52.0% | +28.1% | +22.3% |
| All | +3.0% | -27.2% | +30.3% | -18.5% |
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