+42.7%
KORU vs SFM
+132.6%
-89.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.9% | +10.6% | +12.8% |
| 7D | +13.0% | -0.1% | +13.1% | +13.1% |
| 30D | +27.3% | -4.4% | +31.6% | +28.2% |
| 3M | -55.3% | +1.5% | -56.8% | -56.3% |
| 6M | +11.6% | +6.5% | +5.1% | +5.2% |
| YTD | +158.5% | +2.2% | +156.4% | +143.5% |
| 1Y | +482.2% | -41.9% | +524.0% | +539.7% |
| 3Y | +471.9% | +106.8% | +365.1% | +326.4% |
| 5Y | +41.1% | +231.6% | -190.4% | -12.0% |
| 10Y | +80.2% | +258.4% | -178.2% | +1.2% |
| All | +42.7% | +132.6% | -89.8% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling