-26.6%
KORU vs SIMO
+195.0%
-221.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +8.7% | +9.8% | +11.3% |
| 7D | -18.1% | +0.9% | -19.0% | -14.2% |
| 30D | -45.7% | -25.4% | -20.3% | -27.1% |
| 3M | -51.6% | -17.8% | -33.8% | -37.9% |
| 6M | -82.6% | -29.6% | -53.1% | -71.3% |
| YTD | -5.9% | +100.3% | -106.2% | -23.8% |
| 1Y | +3.3% | +100.4% | -97.1% | -16.1% |
| 3Y | +154.5% | +246.1% | -91.6% | +50.4% |
| 5Y | -26.6% | +189.8% | -216.4% | -54.9% |
| All | -26.6% | +195.0% | -221.6% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling