-24.4%
ARM vs KORU
-51.5%
+27.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +18.4% | -6.4% | +4.7% |
| 7D | +6.0% | -18.1% | +24.1% | +10.7% |
| 30D | -20.3% | -45.7% | +25.4% | -4.2% |
| 3M | -24.4% | -51.6% | +27.2% | -4.7% |
| All | -24.4% | -51.5% | +27.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 3mo: compounded portfolio wealth divided by compounded KORU 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…
3mo analysis · Full analysis span regression · Available span rolling