+522.4%
KORU vs ARMK
+125.3%
+397.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.4% |
| 7D | +24.3% | +1.7% | +22.6% | +22.5% |
| 30D | +37.3% | +3.1% | +34.2% | +34.1% |
| 3M | -32.8% | +9.2% | -42.0% | -37.2% |
| 6M | +36.9% | +43.7% | -6.8% | +2.5% |
| YTD | +162.6% | +57.4% | +105.3% | +84.4% |
| 1Y | +467.0% | +51.9% | +415.2% | +303.6% |
| 3Y | +522.4% | +125.4% | +397.0% | +235.9% |
| All | +522.4% | +125.3% | +397.1% | +235.9% |
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