+155.5%
JPM vs KORU
+64.3%
+91.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -0.4% | +20.1% | -20.5% | -1.8% |
| 30D | -1.4% | +47.5% | -48.9% | -4.8% |
| 3M | +13.9% | -30.1% | +44.0% | +11.8% |
| 6M | +23.5% | +20.1% | +3.4% | +6.8% |
| YTD | +11.6% | +166.6% | -154.9% | -15.3% |
| 1Y | +21.4% | +458.9% | -437.6% | -18.4% |
| 3Y | +163.4% | +531.8% | -368.3% | +61.3% |
| All | +155.5% | +64.3% | +91.2% | +85.6% |
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