+375.7%
KORU vs KIM
+9.2%
+366.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +8.8% |
| 7D | -1.7% | -1.7% | 0.0% | -2.6% |
| 30D | +13.5% | -3.0% | +16.5% | +12.0% |
| 3M | -45.2% | -8.9% | -36.3% | -46.6% |
| 6M | +17.1% | +2.4% | +14.7% | +6.1% |
| YTD | +154.1% | +18.3% | +135.8% | +136.6% |
| 1Y | +375.7% | +8.2% | +367.5% | +342.3% |
| All | +375.7% | +9.2% | +366.4% | +342.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling