+11.0%
KORU vs ARMK
+350.8%
-339.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +14.1% |
| 7D | +13.0% | -2.4% | +15.4% | +15.0% |
| 30D | +27.3% | 0.0% | +27.3% | +27.5% |
| 3M | -55.3% | +6.7% | -61.9% | -57.5% |
| 6M | +11.6% | +38.8% | -27.2% | -13.9% |
| YTD | +158.5% | +55.2% | +103.4% | +83.4% |
| 1Y | +482.2% | +46.6% | +435.5% | +326.0% |
| 3Y | +471.9% | +112.9% | +359.0% | +210.1% |
| 5Y | +41.1% | +144.0% | -102.8% | -28.3% |
| 10Y | +80.2% | +132.4% | -52.2% | +8.3% |
| All | +11.0% | +350.8% | -339.9% | -55.4% |
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