+426.7%
KORU vs OMC
+11.1%
+415.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.5% | -14.0% | -12.9% |
| 7D | +2.3% | -6.2% | +8.6% | +3.8% |
| 30D | +20.0% | -7.6% | +27.6% | +21.8% |
| 3M | -32.7% | +7.4% | -40.1% | -37.5% |
| 6M | +13.3% | +0.1% | +13.2% | +9.8% |
| YTD | +133.2% | +0.4% | +132.8% | +125.3% |
| 1Y | +357.3% | +7.8% | +349.5% | +312.1% |
| All | +426.7% | +11.1% | +415.7% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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