+82.9%
KORU vs ACM
+134.0%
-51.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +7.9% |
| 7D | -1.7% | -4.6% | +2.9% | +3.2% |
| 30D | +13.5% | +4.1% | +9.5% | +8.2% |
| 3M | -45.2% | -8.3% | -36.9% | -44.6% |
| 6M | +17.1% | -30.1% | +47.2% | +68.0% |
| YTD | +154.1% | -32.6% | +186.7% | +274.8% |
| 1Y | +375.7% | -49.6% | +425.2% | +843.0% |
| 3Y | +474.0% | -23.0% | +497.1% | +634.4% |
| 5Y | +60.4% | +2.0% | +58.4% | +59.9% |
| All | +82.9% | +134.0% | -51.1% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling