+191.6%
KORU vs JAAA
+29.3%
+162.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | +20.1% | +0.1% | +20.0% | +19.6% |
| 30D | +47.5% | +0.5% | +47.0% | +44.6% |
| 3M | -30.1% | +1.2% | -31.3% | -33.9% |
| 6M | +20.1% | +2.7% | +17.4% | +6.8% |
| YTD | +166.6% | +3.2% | +163.4% | +133.3% |
| 1Y | +458.9% | +4.8% | +454.1% | +363.1% |
| 3Y | +531.8% | +19.0% | +512.8% | +268.2% |
| 5Y | +67.7% | +26.8% | +40.9% | -19.8% |
| All | +191.6% | +29.3% | +162.3% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling