+590.9%
JPM vs KORU
+92.5%
+498.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | -0.3% |
| 7D | -0.7% | -1.7% | +1.0% | -0.6% |
| 30D | -2.5% | +13.5% | -16.0% | -5.1% |
| 3M | +14.1% | -45.2% | +59.3% | +14.9% |
| 6M | +25.1% | +17.1% | +8.0% | +0.8% |
| YTD | +12.1% | +154.1% | -142.0% | -24.0% |
| 1Y | +18.8% | +375.7% | -356.9% | -29.7% |
| 3Y | +163.4% | +474.0% | -310.6% | +37.2% |
| 5Y | +156.5% | +60.4% | +96.1% | +59.1% |
| All | +590.9% | +92.5% | +498.4% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling