+22.5%
KORU vs SFM
-35.8%
+58.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.9% | -3.7% |
| 7D | -24.3% | -12.3% | -12.1% | -27.5% |
| 30D | -54.2% | -16.2% | -38.0% | -56.8% |
| 3M | -45.4% | -36.8% | -8.7% | -55.1% |
| 6M | -66.5% | -32.6% | -33.9% | -69.8% |
| YTD | +14.9% | -31.7% | +46.6% | +8.9% |
| 1Y | +22.5% | -35.0% | +57.5% | +16.7% |
| All | +22.5% | -35.8% | +58.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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