+47.2%
KORU vs KIM
+35.1%
+12.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.2% | -11.3% | -11.4% |
| 7D | +2.3% | -1.5% | +3.8% | +3.8% |
| 30D | +20.0% | -1.7% | +21.7% | +21.9% |
| 3M | -32.7% | -7.1% | -25.6% | -30.5% |
| 6M | +13.3% | +2.9% | +10.5% | +5.1% |
| YTD | +133.2% | +18.8% | +114.4% | +85.1% |
| 1Y | +357.3% | +9.4% | +347.8% | +293.0% |
| 3Y | +452.7% | +44.6% | +408.1% | +240.4% |
| 5Y | +47.2% | +37.9% | +9.3% | +8.4% |
| All | +47.2% | +35.1% | +12.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling