+935.9%
JPM vs KORU
+32.9%
+903.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.4% | -14.4% | -2.6% |
| 7D | +0.3% | +13.0% | -12.7% | -1.4% |
| 30D | -0.2% | +27.3% | -27.4% | -4.5% |
| 3M | +15.9% | -55.3% | +71.2% | +16.9% |
| 6M | +20.9% | +11.6% | +9.3% | -2.0% |
| YTD | +12.9% | +158.5% | -145.7% | -23.1% |
| 1Y | +20.3% | +482.2% | -461.9% | -30.5% |
| 3Y | +160.9% | +471.9% | -311.0% | +38.4% |
| 5Y | +154.8% | +41.1% | +113.7% | +62.8% |
| 10Y | +591.1% | +80.2% | +510.9% | +231.5% |
| All | +935.9% | +32.9% | +903.0% | +379.1% |
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