+67.7%
KORU vs ARMK
+146.8%
-79.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.6% |
| 7D | +20.1% | +0.3% | +19.8% | +19.6% |
| 30D | +47.5% | +2.4% | +45.1% | +44.2% |
| 3M | -30.1% | +6.1% | -36.1% | -33.8% |
| 6M | +20.1% | +41.8% | -21.6% | -14.8% |
| YTD | +166.6% | +55.5% | +111.0% | +73.2% |
| 1Y | +458.9% | +49.6% | +409.4% | +270.7% |
| 3Y | +531.8% | +122.8% | +409.0% | +165.2% |
| 5Y | +67.7% | +151.0% | -83.3% | -34.9% |
| All | +67.7% | +146.8% | -79.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling