+1.2%
KORU vs M
+25.0%
-23.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.9% | +19.4% | +19.2% |
| 7D | -18.1% | -3.3% | -14.8% | -13.9% |
| 30D | -45.7% | +8.1% | -53.8% | -48.7% |
| 3M | -51.6% | +2.2% | -53.8% | -52.4% |
| 6M | -82.6% | +35.1% | -117.7% | -85.6% |
| YTD | -5.9% | +15.8% | -21.8% | -19.1% |
| All | +1.2% | +25.0% | -23.9% | -15.2% |
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 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