-52.9%
KORU vs ARWR
+2,355.7%
-2,408.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.7% | +17.7% | +18.3% |
| 7D | -18.1% | -19.9% | +1.8% | -13.1% |
| 30D | -45.7% | -18.7% | -27.0% | -42.5% |
| 3M | -51.6% | -44.7% | -6.9% | -43.3% |
| 6M | -82.6% | -36.5% | -46.1% | -80.1% |
| YTD | -5.9% | -25.7% | +19.7% | +3.7% |
| 1Y | +3.3% | +18.9% | -15.7% | +0.9% |
| 3Y | +154.5% | +83.1% | +71.4% | +108.8% |
| 5Y | -26.6% | -34.9% | +8.3% | -27.8% |
| 10Y | -14.3% | +1,080.9% | -1,095.1% | -53.9% |
| All | -52.9% | +2,355.7% | -2,408.7% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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