+474.0%
KORU vs LMT
+34.5%
+439.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +8.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +13.5% | -13.1% | +26.6% | +13.0% |
| 3M | -45.2% | -3.9% | -41.3% | -45.2% |
| 6M | +17.1% | -18.3% | +35.4% | +21.2% |
| YTD | +154.1% | +10.3% | +143.8% | +153.8% |
| 1Y | +375.7% | +14.2% | +361.4% | +375.8% |
| 3Y | +474.0% | +35.0% | +439.0% | +459.6% |
| All | +474.0% | +34.5% | +439.5% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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