-16.2%
KORU vs ARMK
+131.1%
-147.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.1% |
| 7D | +24.3% | +7.1% | +17.2% | +17.9% |
| 30D | -44.8% | -1.6% | -43.2% | -42.5% |
| 3M | -60.0% | -10.5% | -49.5% | -54.8% |
| 6M | -78.7% | +11.8% | -90.4% | -79.5% |
| YTD | -10.6% | +47.3% | -57.8% | -31.1% |
| 1Y | -3.8% | +41.5% | -45.3% | -23.9% |
| 3Y | +142.0% | +95.3% | +46.6% | +47.2% |
| 5Y | -33.1% | +108.1% | -141.2% | -59.5% |
| All | -16.2% | +131.1% | -147.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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