-3.3%
KORU vs PM
+32.3%
-35.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -4.3% |
| 7D | +11.1% | +0.5% | +10.6% | +11.9% |
| 30D | -40.6% | -3.2% | -37.4% | -42.5% |
| 3M | -63.9% | +6.2% | -70.1% | -60.1% |
| 6M | -82.8% | +7.7% | -90.5% | -79.6% |
| YTD | -15.4% | +27.3% | -42.7% | +3.9% |
| 1Y | -3.3% | +32.8% | -36.0% | +23.2% |
| All | -3.3% | +32.3% | -35.6% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling