+22.5%
KORU vs MTUM
+9.7%
+12.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | +4.5% |
| 7D | -24.3% | -10.1% | -14.2% | +29.4% |
| 30D | -54.2% | -15.6% | -38.7% | +13.1% |
| 3M | -45.4% | -12.7% | -32.7% | +24.8% |
| 6M | -66.5% | -3.7% | -62.7% | -19.2% |
| YTD | +14.9% | +9.4% | +5.4% | +88.7% |
| 1Y | +22.5% | +10.2% | +12.3% | +98.8% |
| All | +22.5% | +9.7% | +12.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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