+56.9%
KORU vs RMBS
+265.4%
-208.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +7.3% |
| 7D | -1.7% | +1.8% | -3.5% | -2.8% |
| 30D | +13.5% | -13.9% | +27.4% | +31.9% |
| 3M | -45.2% | -39.8% | -5.4% | -5.0% |
| 6M | +17.1% | -6.0% | +23.1% | +59.1% |
| YTD | +154.1% | -5.4% | +159.5% | +240.4% |
| 1Y | +375.7% | -1.8% | +377.5% | +515.5% |
| 3Y | +474.0% | +53.7% | +420.4% | +369.0% |
| All | +56.9% | +265.4% | -208.5% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling