+93.1%
KORU vs AS
+134.9%
-41.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.5% |
| 7D | -35.0% | +6.9% | -41.9% | -37.6% |
| 30D | -65.5% | +16.0% | -81.5% | -69.0% |
| 3M | -58.9% | -12.8% | -46.0% | -55.6% |
| 6M | -83.5% | -15.4% | -68.1% | -81.5% |
| YTD | -23.9% | -15.7% | -8.1% | -12.7% |
| 1Y | -12.4% | +6.1% | -18.5% | -11.7% |
| All | +93.1% | +134.9% | -41.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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