+482.2%
KORU vs SFM
-41.4%
+523.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.9% | +10.6% | +14.1% |
| 7D | +13.0% | -0.1% | +13.1% | +12.9% |
| 30D | +27.3% | -4.4% | +31.6% | +26.1% |
| 3M | -55.3% | +1.5% | -56.8% | -54.4% |
| 6M | +11.6% | +6.5% | +5.1% | +13.4% |
| YTD | +158.5% | +2.2% | +156.4% | +166.4% |
| 1Y | +482.2% | -41.9% | +524.0% | +636.3% |
| All | +482.2% | -41.4% | +523.6% | +636.3% |
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