-3.8%
KORU vs AXP
-13.3%
+9.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.4% | -3.5% |
| 7D | +24.3% | -2.1% | +26.5% | +26.9% |
| 30D | -44.8% | +2.7% | -47.5% | -45.4% |
| 3M | -60.0% | -7.3% | -52.8% | -56.9% |
| 6M | -78.7% | +1.8% | -80.5% | -79.0% |
| YTD | -10.6% | -13.1% | +2.5% | -6.6% |
| 1Y | -3.8% | -13.7% | +9.9% | +0.7% |
| All | -3.8% | -13.3% | +9.5% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling