+67.7%
KORU vs ACM
+2.7%
+64.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +4.7% |
| 7D | +20.1% | -3.7% | +23.8% | +24.6% |
| 30D | +47.5% | -12.7% | +60.1% | +63.8% |
| 3M | -30.1% | -9.8% | -20.3% | -27.8% |
| 6M | +20.1% | -31.4% | +51.5% | +82.3% |
| YTD | +166.6% | -32.1% | +198.7% | +301.8% |
| 1Y | +458.9% | -47.8% | +506.8% | +1,038.5% |
| 3Y | +531.8% | -22.1% | +553.8% | +665.5% |
| 5Y | +67.7% | +1.8% | +65.9% | +51.1% |
| All | +67.7% | +2.7% | +64.9% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling