+22.5%
KORU vs M
+36.6%
-14.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.6% | -12.9% | -10.9% |
| 7D | -24.3% | +8.3% | -32.6% | -29.2% |
| 30D | -54.2% | +14.2% | -68.4% | -59.7% |
| 3M | -45.4% | -1.1% | -44.3% | -45.5% |
| 6M | -66.5% | +36.6% | -103.1% | -73.2% |
| YTD | +14.9% | +19.8% | -4.9% | -5.6% |
| 1Y | +22.5% | +37.2% | -14.6% | -7.0% |
| All | +22.5% | +36.6% | -14.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling