+199.6%
ARM vs KORU
+91.5%
+108.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.8% | -2.8% |
| 7D | +9.1% | +11.1% | -2.0% | +5.2% |
| 30D | -19.9% | -40.6% | +20.7% | -8.1% |
| 3M | -31.6% | -63.9% | +32.3% | -10.2% |
| 6M | -13.9% | -82.8% | +68.9% | +22.6% |
| YTD | +74.3% | -15.4% | +89.7% | +12.2% |
| 1Y | +35.8% | -3.3% | +39.1% | -18.6% |
| 3Y | +268.6% | +136.2% | +132.4% | +30.3% |
| All | +199.6% | +91.5% | +108.1% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling