+56.9%
KORU vs MTUM
+78.7%
-21.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +5.3% |
| 7D | -1.7% | +0.7% | -2.4% | -3.0% |
| 30D | +13.5% | -2.4% | +16.0% | +26.5% |
| 3M | -45.2% | -3.6% | -41.6% | -20.3% |
| 6M | +17.1% | +23.7% | -6.5% | +22.3% |
| YTD | +154.1% | +22.9% | +131.2% | +182.6% |
| 1Y | +375.7% | +21.8% | +353.9% | +452.3% |
| 3Y | +474.0% | +114.4% | +359.6% | +119.6% |
| All | +56.9% | +78.7% | -21.7% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling