+165.9%
KORU vs AVTR
+0.6%
+165.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.4% | +9.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.1% |
| 30D | +13.5% | +6.3% | +7.2% | +9.8% |
| 3M | -45.2% | +53.3% | -98.5% | -59.8% |
| 6M | +17.1% | +78.6% | -61.5% | -20.5% |
| YTD | +154.1% | +29.2% | +124.9% | +105.1% |
| 1Y | +375.7% | +13.8% | +361.8% | +293.3% |
| 3Y | +474.0% | -27.4% | +501.5% | +504.1% |
| 5Y | +60.4% | -65.0% | +125.4% | +189.8% |
| All | +165.9% | +0.6% | +165.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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