+162.6%
KORU vs ARMK
+96.1%
+66.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.8% | +19.2% | +19.2% |
| 7D | -18.1% | +2.8% | -20.9% | -18.5% |
| 30D | -45.7% | -1.8% | -44.0% | -43.0% |
| 3M | -51.6% | -10.9% | -40.7% | -44.4% |
| 6M | -82.6% | +21.2% | -103.9% | -84.6% |
| YTD | -5.9% | +47.0% | -52.9% | -27.0% |
| 1Y | +3.3% | +42.9% | -39.6% | -18.4% |
| All | +162.6% | +96.1% | +66.5% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling