+67.9%
KORU vs M
-10.0%
+77.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.7% | -7.8% | -10.4% |
| 7D | +2.3% | -8.8% | +11.1% | +6.8% |
| 30D | +20.0% | -16.4% | +36.4% | +29.5% |
| 3M | -32.7% | -10.8% | -21.9% | -28.7% |
| 6M | +13.3% | +16.1% | -2.8% | +9.1% |
| YTD | +133.2% | -5.3% | +138.5% | +143.6% |
| 1Y | +357.3% | +24.9% | +332.4% | +324.1% |
| 3Y | +452.7% | +97.5% | +355.1% | +297.0% |
| 5Y | +47.2% | +20.4% | +26.8% | +19.0% |
| All | +67.9% | -10.0% | +77.8% | -6.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling