+13.3%
KORU vs MTUM
+22.8%
-9.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.5% | -1.5% |
| 7D | +2.3% | +1.2% | +1.1% | -3.3% |
| 30D | +20.0% | -1.7% | +21.7% | +38.6% |
| 3M | -32.7% | -0.5% | -32.3% | -8.8% |
| 6M | +13.3% | +22.3% | -9.0% | -38.5% |
| All | +13.3% | +22.8% | -9.5% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling