+68.3%
KORU vs ARES
+95.7%
-27.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +4.5% |
| 7D | +20.1% | -2.7% | +22.8% | +22.9% |
| 30D | +47.5% | -2.4% | +49.9% | +50.8% |
| 3M | -30.1% | +3.9% | -34.0% | -32.4% |
| 6M | +20.1% | +26.4% | -6.3% | +0.1% |
| YTD | +166.6% | -14.9% | +181.5% | +209.3% |
| 1Y | +458.9% | -20.4% | +479.4% | +585.0% |
| 3Y | +531.8% | +38.8% | +493.0% | +303.8% |
| All | +68.3% | +95.7% | -27.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling