+502.1%
KORU vs SFM
+83.0%
+419.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.5% | +1.7% |
| 7D | +20.1% | -7.2% | +27.3% | +20.5% |
| 30D | +47.5% | -14.3% | +61.8% | +48.5% |
| 3M | -30.1% | -13.7% | -16.3% | -29.8% |
| 6M | +20.1% | -6.0% | +26.1% | +17.2% |
| YTD | +166.6% | -8.2% | +174.8% | +159.5% |
| 1Y | +458.9% | -46.2% | +505.2% | +539.0% |
| All | +502.1% | +83.0% | +419.2% | +408.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling