+82.9%
KORU vs SFM
+271.4%
-188.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.8% |
| 7D | -1.7% | -10.6% | +8.9% | +0.5% |
| 30D | +13.5% | -15.5% | +29.0% | +17.1% |
| 3M | -45.2% | -17.4% | -27.8% | -43.7% |
| 6M | +17.1% | -3.4% | +20.6% | +13.2% |
| YTD | +154.1% | -8.7% | +162.8% | +146.0% |
| 1Y | +375.7% | -47.2% | +422.8% | +431.9% |
| 3Y | +474.0% | +82.7% | +391.3% | +349.0% |
| 5Y | +60.4% | +214.3% | -153.9% | +4.1% |
| All | +82.9% | +271.4% | -188.5% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling