+31.4%
KORU vs AWK
+345.5%
-314.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +24.3% | +2.2% | +22.1% | +22.9% |
| 30D | +37.3% | +4.4% | +32.9% | +33.3% |
| 3M | -32.8% | +15.4% | -48.2% | -40.4% |
| 6M | +36.9% | +3.5% | +33.4% | +25.8% |
| YTD | +162.6% | +9.8% | +152.8% | +129.8% |
| 1Y | +467.0% | +3.0% | +464.0% | +409.8% |
| 3Y | +522.4% | +9.7% | +512.7% | +401.4% |
| 5Y | +57.9% | -17.2% | +75.0% | +61.8% |
| 10Y | +70.8% | +126.1% | -55.3% | -16.2% |
| All | +31.4% | +345.5% | -314.2% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling