+502.1%
KORU vs KIM
+45.1%
+457.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +20.1% | -1.0% | +21.1% | +20.8% |
| 30D | +47.5% | -1.1% | +48.6% | +48.3% |
| 3M | -30.1% | -5.3% | -24.7% | -29.6% |
| 6M | +20.1% | +3.9% | +16.2% | +11.5% |
| YTD | +166.6% | +20.3% | +146.3% | +119.0% |
| 1Y | +458.9% | +10.4% | +448.5% | +392.0% |
| All | +502.1% | +45.1% | +457.0% | +320.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling