+67.9%
KORU vs SIMO
+557.5%
-489.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.5% | -8.0% | -9.2% |
| 7D | +2.3% | +12.5% | -10.2% | -5.7% |
| 30D | +20.0% | +18.4% | +1.6% | +7.5% |
| 3M | -32.7% | +5.6% | -38.3% | -28.2% |
| 6M | +13.3% | +116.9% | -103.6% | -25.9% |
| YTD | +133.2% | +188.4% | -55.2% | +25.2% |
| 1Y | +357.3% | +221.3% | +136.0% | +132.2% |
| 3Y | +452.7% | +438.6% | +14.1% | +101.0% |
| 5Y | +47.2% | +287.9% | -240.7% | -40.4% |
| All | +67.9% | +557.5% | -489.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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