-3.3%
KORU vs SFM
-36.8%
+33.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.8% | -4.9% |
| 7D | +11.1% | +6.0% | +5.1% | +13.2% |
| 30D | -40.6% | -19.5% | -21.1% | -45.8% |
| 3M | -63.9% | -37.0% | -26.9% | -70.9% |
| 6M | -82.8% | -41.0% | -41.8% | -85.9% |
| YTD | -15.4% | -34.6% | +19.2% | -22.0% |
| 1Y | -3.3% | -36.3% | +33.0% | -10.9% |
| All | -3.3% | -36.8% | +33.5% | -10.9% |
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