+136.2%
KORU vs AXP
+115.2%
+20.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.2% |
| 7D | +11.1% | -0.1% | +11.3% | +11.4% |
| 30D | -40.6% | +4.4% | -45.1% | -42.5% |
| 3M | -63.9% | -6.4% | -57.5% | -61.6% |
| 6M | -82.8% | +4.2% | -87.0% | -83.5% |
| YTD | -15.4% | -12.4% | -3.0% | -5.3% |
| 1Y | -3.3% | -11.1% | +7.8% | +6.3% |
| 3Y | +136.2% | +114.9% | +21.3% | -2.7% |
| All | +136.2% | +115.2% | +20.9% | -2.7% |
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 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