-63.7%
KORU vs ARMK
+328.3%
-392.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +11.1% | +2.7% | +8.5% | +9.0% |
| 30D | -40.6% | -1.5% | -39.1% | -38.1% |
| 3M | -63.9% | -11.6% | -52.3% | -58.8% |
| 6M | -82.8% | +6.7% | -89.6% | -83.0% |
| YTD | -15.4% | +47.4% | -62.8% | -35.3% |
| 1Y | -3.3% | +41.5% | -44.7% | -23.9% |
| 3Y | +136.2% | +95.5% | +40.6% | +41.7% |
| 5Y | -36.7% | +108.4% | -145.1% | -62.3% |
| 10Y | -22.9% | +132.3% | -155.1% | -52.6% |
| All | -63.7% | +328.3% | -392.0% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling