-27.8%
KORU vs AVAV
+358.8%
-386.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.5% | -5.2% |
| 7D | -34.5% | 0.0% | -34.5% | -33.3% |
| 30D | -59.6% | -9.9% | -49.7% | -57.0% |
| 3M | -56.1% | -34.7% | -21.4% | -47.8% |
| 6M | -84.7% | -26.6% | -58.1% | -82.5% |
| YTD | -20.6% | -48.9% | +28.4% | -0.5% |
| 1Y | -13.9% | -63.0% | +49.1% | +20.5% |
| 3Y | +114.9% | +1.6% | +113.3% | +86.3% |
| 5Y | -36.0% | +34.5% | -70.5% | -54.9% |
| 10Y | -27.8% | +359.3% | -387.1% | -61.9% |
| All | -27.8% | +358.8% | -386.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling