+29.3%
KORU vs ACM
+130.7%
-101.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.8% | +13.8% |
| 7D | +13.0% | -3.7% | +16.7% | +17.3% |
| 30D | +27.3% | -11.1% | +38.4% | +37.8% |
| 3M | -55.3% | -8.0% | -47.3% | -53.9% |
| 6M | +11.6% | -29.7% | +41.3% | +56.7% |
| YTD | +158.5% | -29.4% | +187.9% | +256.5% |
| 1Y | +482.2% | -46.4% | +528.6% | +944.9% |
| 3Y | +471.9% | -22.3% | +494.2% | +623.1% |
| 5Y | +41.1% | +4.5% | +36.7% | +40.1% |
| 10Y | +80.2% | +127.6% | -47.5% | -4.8% |
| All | +29.3% | +130.7% | -101.4% | -35.0% |
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