+161.4%
JPM vs KORU
+431.1%
-269.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.5% | +12.2% | +0.2% |
| 7D | -2.3% | +2.3% | -4.7% | -2.5% |
| 30D | -2.3% | +20.0% | -22.4% | -3.5% |
| 3M | +14.9% | -32.7% | +47.6% | +13.5% |
| 6M | +23.6% | +13.3% | +10.3% | +12.3% |
| YTD | +11.3% | +133.2% | -121.9% | -6.8% |
| 1Y | +19.9% | +357.3% | -337.4% | -6.8% |
| All | +161.4% | +431.1% | -269.7% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling