-57.7%
KORU vs ARWR
+2,277.1%
-2,334.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.8% | -5.8% |
| 7D | +11.1% | -17.8% | +29.0% | +16.0% |
| 30D | -40.6% | -18.1% | -22.5% | -37.2% |
| 3M | -63.9% | -44.2% | -19.7% | -57.7% |
| 6M | -82.8% | -38.6% | -44.2% | -80.1% |
| YTD | -15.4% | -28.0% | +12.6% | -5.9% |
| 1Y | -3.3% | +16.1% | -19.4% | -4.9% |
| 3Y | +136.2% | +84.0% | +52.2% | +93.7% |
| 5Y | -36.7% | -35.4% | -1.3% | -37.6% |
| 10Y | -22.9% | +1,043.1% | -1,066.0% | -58.2% |
| All | -57.7% | +2,277.1% | -2,334.8% | -83.6% |
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