+357.3%
KORU vs ACM
-48.9%
+406.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.8% | -10.8% | -11.3% |
| 7D | +2.3% | -5.9% | +8.2% | +6.8% |
| 30D | +20.0% | -6.2% | +26.2% | +23.5% |
| 3M | -32.7% | -7.9% | -24.8% | -33.6% |
| 6M | +13.3% | -30.6% | +43.9% | +60.7% |
| YTD | +133.2% | -33.3% | +166.5% | +235.8% |
| 1Y | +357.3% | -49.2% | +406.5% | +688.3% |
| All | +357.3% | -48.9% | +406.2% | +688.3% |
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