+482.2%
KORU vs ACM
-45.8%
+527.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.8% | +13.7% |
| 7D | +13.0% | -3.7% | +16.7% | +16.1% |
| 30D | +27.3% | -11.1% | +38.4% | +38.0% |
| 3M | -55.3% | -8.0% | -47.3% | -53.3% |
| 6M | +11.6% | -29.7% | +41.3% | +57.1% |
| YTD | +158.5% | -29.4% | +187.9% | +257.6% |
| 1Y | +482.2% | -46.4% | +528.6% | +873.6% |
| All | +482.2% | -45.8% | +527.9% | +873.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling