-41.5%
KORU vs AXP
+449.9%
-491.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +7.2% |
| 7D | -35.0% | +0.6% | -35.6% | -34.8% |
| 30D | -65.5% | +5.8% | -71.4% | -67.6% |
| 3M | -58.9% | -6.0% | -52.9% | -56.1% |
| 6M | -83.5% | +0.3% | -83.8% | -83.9% |
| YTD | -23.9% | -12.3% | -11.6% | -12.6% |
| 1Y | -12.4% | -11.2% | -1.2% | -1.4% |
| 3Y | +82.1% | +117.0% | -34.9% | -32.2% |
| 5Y | -42.6% | +93.2% | -135.8% | -74.6% |
| All | -41.5% | +449.9% | -491.4% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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