+70.8%
KORU vs AXP
+465.7%
-394.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +24.3% | +0.6% | +23.7% | +23.3% |
| 30D | +37.3% | -4.3% | +41.7% | +43.7% |
| 3M | -32.8% | +4.7% | -37.5% | -36.6% |
| 6M | +36.9% | +9.0% | +27.9% | +24.9% |
| YTD | +162.6% | -11.1% | +173.8% | +196.9% |
| 1Y | +467.0% | +1.3% | +465.7% | +440.7% |
| 3Y | +522.4% | +114.5% | +407.9% | +138.5% |
| 5Y | +57.9% | +118.0% | -60.2% | -39.9% |
| 10Y | +70.8% | +464.9% | -394.2% | -65.2% |
| All | +70.8% | +465.7% | -394.9% | -65.2% |
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