+426.7%
KORU vs ARES
+34.3%
+392.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.8% | -9.7% | -10.1% |
| 7D | +2.3% | -7.7% | +10.0% | +9.6% |
| 30D | +20.0% | -8.7% | +28.7% | +29.9% |
| 3M | -32.7% | +2.8% | -35.6% | -33.7% |
| 6M | +13.3% | +23.1% | -9.7% | +0.6% |
| YTD | +133.2% | -17.3% | +150.5% | +173.3% |
| 1Y | +357.3% | -24.3% | +381.6% | +475.2% |
| All | +426.7% | +34.3% | +392.4% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling