+33.3%
KORU vs RMBS
+1,356.0%
-1,322.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | +20.1% | +3.5% | +16.6% | +17.1% |
| 30D | +47.5% | -8.6% | +56.1% | +61.0% |
| 3M | -30.1% | -40.3% | +10.2% | +16.6% |
| 6M | +20.1% | -1.0% | +21.1% | +52.2% |
| YTD | +166.6% | -4.6% | +171.2% | +244.4% |
| 1Y | +458.9% | +17.6% | +441.4% | +521.9% |
| 3Y | +531.8% | +58.6% | +473.1% | +418.4% |
| 5Y | +67.7% | +270.9% | -203.2% | -23.4% |
| 10Y | +91.6% | +569.1% | -477.5% | -36.3% |
| All | +33.3% | +1,356.0% | -1,322.6% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling