-57.7%
KORU vs ACM
+145.6%
-203.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -6.0% |
| 7D | +11.1% | +5.6% | +5.5% | +5.5% |
| 30D | -40.6% | +20.8% | -61.4% | -50.4% |
| 3M | -63.9% | +11.4% | -75.3% | -67.6% |
| 6M | -82.8% | +0.9% | -83.8% | -83.8% |
| YTD | -15.4% | -24.8% | +9.4% | +10.1% |
| 1Y | -3.3% | -46.4% | +43.2% | +74.6% |
| 3Y | +136.2% | -9.2% | +145.4% | +156.7% |
| 5Y | -36.7% | +5.0% | -41.7% | -37.4% |
| 10Y | -22.9% | +130.6% | -153.5% | -59.6% |
| All | -57.7% | +145.6% | -203.3% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling