+136.2%
KORU vs KMB
+2.5%
+133.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -4.6% |
| 7D | +11.1% | +0.9% | +10.2% | +11.5% |
| 30D | -40.6% | +10.1% | -50.7% | -38.0% |
| 3M | -63.9% | 0.0% | -63.9% | -63.0% |
| 6M | -82.8% | +15.7% | -98.5% | -82.1% |
| YTD | -15.4% | +12.6% | -28.0% | -10.8% |
| 1Y | -3.3% | +10.1% | -13.4% | +1.7% |
| 3Y | +136.2% | +2.1% | +134.0% | +132.0% |
| All | +136.2% | +2.5% | +133.7% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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