+67.7%
KORU vs PM
+127.1%
-59.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +20.1% | -1.2% | +21.3% | +20.4% |
| 30D | +47.5% | -0.2% | +47.6% | +47.0% |
| 3M | -30.1% | +4.9% | -35.0% | -34.0% |
| 6M | +20.1% | +9.0% | +11.1% | +6.0% |
| YTD | +166.6% | +17.8% | +148.8% | +129.1% |
| 1Y | +458.9% | +16.8% | +442.1% | +376.0% |
| 3Y | +531.8% | +125.4% | +406.3% | +168.0% |
| 5Y | +67.7% | +128.7% | -61.0% | -32.3% |
| All | +67.7% | +127.1% | -59.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling