+1.2%
KORU vs AUR
-36.7%
+37.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.6% | -9.9% | -11.7% |
| 7D | +2.3% | +0.2% | +2.2% | +2.4% |
| 30D | +20.0% | -8.9% | +28.9% | +24.7% |
| 3M | -32.7% | +4.6% | -37.4% | -32.1% |
| 6M | +13.3% | +44.9% | -31.5% | +9.0% |
| YTD | +133.2% | +64.8% | +68.4% | +118.0% |
| 1Y | +357.3% | +16.4% | +340.9% | +364.4% |
| 3Y | +452.7% | +85.1% | +367.6% | +323.7% |
| 5Y | +47.2% | -36.1% | +83.3% | +10.0% |
| All | +1.2% | -36.7% | +37.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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