+91.9%
KORU vs M
-5.5%
+97.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +3.4% |
| 7D | +20.1% | -4.1% | +24.2% | +22.3% |
| 30D | +47.5% | -13.6% | +61.1% | +56.4% |
| 3M | -30.1% | -2.3% | -27.8% | -29.2% |
| 6M | +20.1% | +21.9% | -1.8% | +12.9% |
| YTD | +166.6% | -0.6% | +167.2% | +172.0% |
| 1Y | +458.9% | +29.7% | +429.2% | +408.2% |
| 3Y | +531.8% | +107.3% | +424.5% | +343.2% |
| 5Y | +67.7% | +20.5% | +47.2% | +34.9% |
| All | +91.9% | -5.5% | +97.4% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling