+82.9%
KORU vs KIM
+32.5%
+50.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.3% |
| 7D | -1.7% | -1.7% | 0.0% | -0.3% |
| 30D | +13.5% | -3.0% | +16.5% | +16.1% |
| 3M | -45.2% | -8.9% | -36.3% | -42.9% |
| 6M | +17.1% | +2.4% | +14.7% | +11.3% |
| YTD | +154.1% | +18.3% | +135.8% | +113.5% |
| 1Y | +375.7% | +8.2% | +367.5% | +327.6% |
| 3Y | +474.0% | +44.0% | +430.0% | +308.2% |
| 5Y | +60.4% | +37.3% | +23.1% | +24.1% |
| All | +82.9% | +32.5% | +50.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling