-57.7%
KORU vs SIMO
+1,977.0%
-2,034.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -1.5% |
| 7D | +11.1% | +4.1% | +7.0% | +9.1% |
| 30D | -40.6% | -24.0% | -16.6% | -24.1% |
| 3M | -63.9% | -31.8% | -32.1% | -49.2% |
| 6M | -82.8% | -36.9% | -45.9% | -71.3% |
| YTD | -15.4% | +84.8% | -100.2% | -27.8% |
| 1Y | -3.3% | +99.0% | -102.3% | -20.7% |
| 3Y | +136.2% | +217.9% | -81.8% | +51.2% |
| 5Y | -36.7% | +171.5% | -208.2% | -58.8% |
| 10Y | -22.9% | +393.3% | -416.2% | -64.3% |
| All | -57.7% | +1,977.0% | -2,034.7% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling