+482.2%
KORU vs MTUM
+26.3%
+455.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.8% | +11.6% | +4.3% |
| 7D | +13.0% | +1.7% | +11.3% | +4.8% |
| 30D | +27.3% | -1.7% | +28.9% | +45.3% |
| 3M | -55.3% | -6.3% | -48.9% | -2.8% |
| 6M | +11.6% | +21.8% | -10.2% | -5.0% |
| YTD | +158.5% | +22.0% | +136.5% | +130.0% |
| 1Y | +482.2% | +25.3% | +456.8% | +432.6% |
| All | +482.2% | +26.3% | +455.9% | +432.6% |
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