+178.0%
KORU vs JAAA
+29.4%
+148.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.6% |
| 7D | -1.7% | +0.1% | -1.8% | -2.0% |
| 30D | +13.5% | +0.5% | +13.0% | +11.0% |
| 3M | -45.2% | +1.3% | -46.5% | -48.2% |
| 6M | +17.1% | +2.8% | +14.3% | +3.9% |
| YTD | +154.1% | +3.3% | +150.9% | +121.9% |
| 1Y | +375.7% | +4.9% | +370.7% | +292.5% |
| 3Y | +474.0% | +19.0% | +455.0% | +234.6% |
| 5Y | +60.4% | +26.9% | +33.5% | -23.6% |
| All | +178.0% | +29.4% | +148.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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