+67.9%
KORU vs PM
+217.1%
-149.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.2% | -14.7% | -14.1% |
| 7D | +2.3% | +1.9% | +0.4% | +0.5% |
| 30D | +20.0% | +1.9% | +18.1% | +16.9% |
| 3M | -32.7% | +4.6% | -37.3% | -39.4% |
| 6M | +13.3% | +11.7% | +1.7% | -9.1% |
| YTD | +133.2% | +20.4% | +112.9% | +78.7% |
| 1Y | +357.3% | +19.0% | +338.3% | +244.2% |
| 3Y | +452.7% | +130.4% | +322.3% | +94.7% |
| 5Y | +47.2% | +131.5% | -84.3% | -48.3% |
| All | +67.9% | +217.1% | -149.2% | -54.6% |
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