+22.5%
KORU vs AWK
+20.7%
+1.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -0.1% |
| 7D | -24.3% | +7.0% | -31.3% | -10.1% |
| 30D | -54.2% | +17.0% | -71.3% | -31.2% |
| 3M | -45.4% | +12.4% | -57.8% | -23.9% |
| 6M | -66.5% | +19.6% | -86.0% | -40.1% |
| YTD | +14.9% | +17.0% | -2.1% | +105.2% |
| 1Y | +22.5% | +20.0% | +2.5% | +120.0% |
| All | +22.5% | +20.7% | +1.9% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling