+47.2%
KORU vs SFM
+212.1%
-164.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.2% | -11.3% | -12.4% |
| 7D | +2.3% | -8.8% | +11.1% | +3.6% |
| 30D | +20.0% | -14.5% | +34.5% | +22.3% |
| 3M | -32.7% | -16.8% | -15.9% | -31.6% |
| 6M | +13.3% | -5.3% | +18.7% | +10.1% |
| YTD | +133.2% | -9.4% | +142.6% | +126.6% |
| 1Y | +357.3% | -46.2% | +403.4% | +410.1% |
| 3Y | +452.7% | +81.3% | +371.4% | +346.5% |
| 5Y | +47.2% | +211.9% | -164.7% | +11.9% |
| All | +47.2% | +212.1% | -164.9% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling