+29.3%
KORU vs PM
+265.0%
-235.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.0% | +15.4% | +15.0% |
| 7D | +13.0% | -4.9% | +17.9% | +17.3% |
| 30D | +27.3% | -3.4% | +30.7% | +29.6% |
| 3M | -55.3% | +5.2% | -60.5% | -61.2% |
| 6M | +11.6% | +3.7% | +7.9% | -4.7% |
| YTD | +158.5% | +15.8% | +142.8% | +100.7% |
| 1Y | +482.2% | +17.4% | +464.8% | +331.7% |
| 3Y | +471.9% | +116.9% | +355.0% | +102.2% |
| 5Y | +41.1% | +117.3% | -76.2% | -50.2% |
| 10Y | +80.2% | +193.8% | -113.6% | -54.0% |
| All | +29.3% | +265.0% | -235.7% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling