+482.2%
KORU vs RMBS
+16.3%
+465.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.3% | +12.1% | +11.9% |
| 7D | +13.0% | -0.3% | +13.3% | +13.9% |
| 30D | +27.3% | -12.2% | +39.4% | +51.2% |
| 3M | -55.3% | -49.5% | -5.7% | +11.0% |
| 6M | +11.6% | -7.1% | +18.8% | +67.9% |
| YTD | +158.5% | -7.0% | +165.5% | +280.4% |
| 1Y | +482.2% | +13.3% | +468.8% | +732.8% |
| All | +482.2% | +16.3% | +465.9% | +732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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