+136.2%
KORU vs M
+158.0%
-21.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.3% |
| 7D | +11.1% | +7.0% | +4.1% | +7.1% |
| 30D | -40.6% | +8.9% | -49.5% | -43.2% |
| 3M | -63.9% | +4.5% | -68.4% | -64.8% |
| 6M | -82.8% | +36.2% | -119.0% | -85.0% |
| YTD | -15.4% | +15.1% | -30.5% | -20.2% |
| 1Y | -3.3% | +27.4% | -30.7% | -13.5% |
| 3Y | +136.2% | +160.1% | -24.0% | +58.8% |
| All | +136.2% | +158.0% | -21.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling