+162.6%
KORU vs SIMO
+248.6%
-85.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +8.7% | +9.8% | +10.2% |
| 7D | -18.1% | +0.9% | -19.0% | -13.9% |
| 30D | -45.7% | -25.4% | -20.3% | -24.3% |
| 3M | -51.6% | -17.8% | -33.8% | -36.4% |
| 6M | -82.6% | -29.6% | -53.1% | -69.6% |
| YTD | -5.9% | +100.3% | -106.2% | -30.5% |
| 1Y | +3.3% | +100.4% | -97.1% | -23.6% |
| All | +162.6% | +248.6% | -85.9% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling