-20.7%
KORU vs KIM
+63.6%
-84.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | +11.1% | +0.1% | +11.0% | +11.1% |
| 30D | -40.6% | +14.1% | -54.7% | -47.1% |
| 3M | -63.9% | +6.0% | -69.9% | -66.0% |
| 6M | -82.8% | +13.2% | -96.1% | -85.3% |
| YTD | -15.4% | +30.4% | -45.8% | -34.9% |
| 1Y | -3.3% | +31.0% | -34.3% | -26.0% |
| 3Y | +136.2% | +67.6% | +68.5% | +47.5% |
| 5Y | -36.7% | +35.8% | -72.5% | -51.2% |
| All | -20.7% | +63.6% | -84.3% | -50.9% |
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