-20.7%
KORU vs PM
+264.7%
-285.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.2% |
| 7D | +11.1% | +0.5% | +10.6% | +10.5% |
| 30D | -40.6% | -3.2% | -37.4% | -38.9% |
| 3M | -63.9% | +6.2% | -70.1% | -66.0% |
| 6M | -82.8% | +7.7% | -90.5% | -85.3% |
| YTD | -15.4% | +27.3% | -42.7% | -37.7% |
| 1Y | -3.3% | +32.8% | -36.0% | -32.0% |
| 3Y | +136.2% | +150.0% | -13.9% | -21.4% |
| 5Y | -36.7% | +164.2% | -200.9% | -79.9% |
| All | -20.7% | +264.7% | -285.4% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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