+426.7%
KORU vs KMX
-26.1%
+452.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.4% | -12.9% | -12.7% |
| 7D | +2.3% | -3.4% | +5.7% | +4.3% |
| 30D | +20.0% | +4.0% | +16.0% | +17.7% |
| 3M | -32.7% | +24.8% | -57.5% | -40.6% |
| 6M | +13.3% | +43.6% | -30.3% | -8.8% |
| YTD | +133.2% | +56.6% | +76.6% | +78.2% |
| 1Y | +357.3% | +2.2% | +355.0% | +327.6% |
| All | +426.7% | -26.1% | +452.8% | +414.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling