+45.0%
KORU vs SFM
+117.5%
-72.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +3.1% |
| 7D | +24.3% | -5.8% | +30.1% | +26.0% |
| 30D | +37.3% | -11.4% | +48.7% | +40.8% |
| 3M | -32.8% | -12.2% | -20.6% | -31.7% |
| 6M | +36.9% | -5.2% | +42.1% | +32.8% |
| YTD | +162.6% | -4.5% | +167.1% | +151.0% |
| 1Y | +467.0% | -45.4% | +512.4% | +531.3% |
| 3Y | +522.4% | +91.1% | +431.3% | +372.5% |
| 5Y | +57.9% | +226.8% | -168.9% | -1.8% |
| 10Y | +70.8% | +291.9% | -221.2% | -7.3% |
| All | +45.0% | +117.5% | -72.5% | -7.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling