+29.3%
KORU vs KIM
+90.7%
-61.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.2% | +13.6% | +13.6% |
| 7D | +13.0% | +0.4% | +12.6% | +12.4% |
| 30D | +27.3% | -4.0% | +31.3% | +31.5% |
| 3M | -55.3% | +0.5% | -55.8% | -57.5% |
| 6M | +11.6% | +3.6% | +8.0% | +4.9% |
| YTD | +158.5% | +20.4% | +138.1% | +113.0% |
| 1Y | +482.2% | +9.7% | +472.5% | +415.4% |
| 3Y | +471.9% | +46.0% | +425.9% | +297.6% |
| 5Y | +41.1% | +34.4% | +6.7% | +9.7% |
| 10Y | +80.2% | +29.3% | +50.9% | +44.9% |
| All | +29.3% | +90.7% | -61.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling