-20.7%
KORU vs SFM
+140.2%
-160.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.8% | -5.7% |
| 7D | +11.1% | +6.0% | +5.1% | +10.0% |
| 30D | -40.6% | -19.5% | -21.1% | -38.5% |
| 3M | -63.9% | -37.0% | -26.9% | -61.0% |
| 6M | -82.8% | -41.0% | -41.8% | -81.5% |
| YTD | -15.4% | -34.6% | +19.2% | -13.6% |
| 1Y | -3.3% | -36.3% | +33.0% | -0.6% |
| 3Y | +136.2% | +24.5% | +111.6% | +96.1% |
| 5Y | -36.7% | +115.9% | -152.6% | -56.8% |
| All | -20.7% | +140.2% | -160.9% | -48.5% |
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