+29.3%
KORU vs M
-11.9%
+41.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.6% | +10.9% | +12.3% |
| 7D | +13.0% | +4.7% | +8.3% | +10.9% |
| 30D | +27.3% | -9.6% | +36.9% | +32.6% |
| 3M | -55.3% | +0.9% | -56.1% | -54.8% |
| 6M | +11.6% | +22.3% | -10.7% | +4.5% |
| YTD | +158.5% | +6.5% | +152.0% | +156.1% |
| 1Y | +482.2% | +38.8% | +443.4% | +414.3% |
| 3Y | +471.9% | +115.9% | +356.0% | +294.2% |
| 5Y | +41.1% | +28.6% | +12.5% | +10.4% |
| 10Y | +80.2% | -2.5% | +82.7% | +10.8% |
| All | +29.3% | -11.9% | +41.2% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling