+474.0%
KORU vs MTUM
+114.7%
+359.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +4.7% |
| 7D | -1.7% | +0.7% | -2.4% | -3.2% |
| 30D | +13.5% | -2.4% | +16.0% | +28.3% |
| 3M | -45.2% | -3.6% | -41.6% | -17.4% |
| 6M | +17.1% | +23.7% | -6.5% | +22.3% |
| YTD | +154.1% | +22.9% | +131.2% | +182.8% |
| 1Y | +375.7% | +21.8% | +353.9% | +452.6% |
| 3Y | +474.0% | +114.4% | +359.6% | +68.7% |
| All | +474.0% | +114.7% | +359.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling