+82.9%
KORU vs KMX
+11.6%
+71.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.0% |
| 7D | -1.7% | -3.1% | +1.4% | +0.4% |
| 30D | +13.5% | +4.4% | +9.1% | +10.5% |
| 3M | -45.2% | +18.9% | -64.1% | -51.7% |
| 6M | +17.1% | +44.3% | -27.2% | -10.0% |
| YTD | +154.1% | +58.7% | +95.4% | +80.6% |
| 1Y | +375.7% | +0.1% | +375.6% | +343.6% |
| 3Y | +474.0% | -24.4% | +498.4% | +527.2% |
| 5Y | +60.4% | -54.4% | +114.8% | +142.1% |
| All | +82.9% | +11.6% | +71.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling