+296.4%
ARM vs KORU
+485.3%
-188.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +13.4% | -9.5% | -0.4% |
| 7D | +5.5% | +13.0% | -7.5% | +1.1% |
| 30D | -8.2% | +27.3% | -35.5% | -17.4% |
| 3M | -35.9% | -55.3% | +19.4% | -29.6% |
| 6M | +103.1% | +11.6% | +91.5% | +46.9% |
| YTD | +130.6% | +158.5% | -27.9% | +7.4% |
| 1Y | +86.1% | +482.2% | -396.1% | -43.3% |
| All | +296.4% | +485.3% | -188.9% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling