+31.4%
KORU vs KMX
+44.0%
-12.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +4.6% |
| 7D | +24.3% | -0.7% | +25.0% | +24.9% |
| 30D | +37.3% | +4.1% | +33.2% | +34.0% |
| 3M | -32.8% | +27.5% | -60.3% | -42.9% |
| 6M | +36.9% | +43.6% | -6.7% | +6.5% |
| YTD | +162.6% | +56.8% | +105.9% | +90.0% |
| 1Y | +467.0% | -1.3% | +468.3% | +434.0% |
| 3Y | +522.4% | -25.4% | +547.7% | +585.0% |
| 5Y | +57.9% | -53.9% | +111.8% | +131.1% |
| 10Y | +70.8% | +0.7% | +70.1% | +41.3% |
| All | +31.4% | +44.0% | -12.6% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling