+485.3%
KORU vs AXP
+110.9%
+374.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.1% | +14.5% | +14.5% |
| 7D | +13.0% | -2.1% | +15.1% | +15.4% |
| 30D | +27.3% | -6.5% | +33.8% | +35.6% |
| 3M | -55.3% | +4.6% | -59.9% | -57.2% |
| 6M | +11.6% | +5.4% | +6.2% | +7.0% |
| YTD | +158.5% | -11.1% | +169.7% | +185.4% |
| 1Y | +482.2% | -0.3% | +482.5% | +463.8% |
| All | +485.3% | +110.9% | +374.4% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling