+502.1%
KORU vs M
+106.8%
+395.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +3.8% |
| 7D | +20.1% | -4.1% | +24.2% | +22.8% |
| 30D | +47.5% | -13.6% | +61.1% | +58.6% |
| 3M | -30.1% | -2.3% | -27.8% | -29.0% |
| 6M | +20.1% | +21.9% | -1.8% | +12.3% |
| YTD | +166.6% | -0.6% | +167.2% | +171.6% |
| 1Y | +458.9% | +29.7% | +429.2% | +403.2% |
| All | +502.1% | +106.8% | +395.4% | +276.1% |
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