+82.9%
KORU vs MTUM
+357.8%
-274.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +5.7% |
| 7D | -1.7% | +0.7% | -2.4% | -2.8% |
| 30D | +13.5% | -2.4% | +16.0% | +25.0% |
| 3M | -45.2% | -3.6% | -41.6% | -22.8% |
| 6M | +17.1% | +23.7% | -6.5% | +21.0% |
| YTD | +154.1% | +22.9% | +131.2% | +179.4% |
| 1Y | +375.7% | +21.8% | +353.9% | +446.4% |
| 3Y | +474.0% | +114.4% | +359.6% | +114.0% |
| 5Y | +60.4% | +79.6% | -19.1% | -4.3% |
| All | +82.9% | +357.8% | -274.9% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling