+482.2%
KORU vs SITM
+174.8%
+307.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +6.5% | +6.9% | +8.2% |
| 7D | +13.0% | +9.7% | +3.3% | +5.5% |
| 30D | +27.3% | +12.7% | +14.6% | +8.8% |
| 3M | -55.3% | -13.4% | -41.9% | -45.7% |
| 6M | +11.6% | +59.6% | -48.0% | -7.6% |
| YTD | +158.5% | +73.3% | +85.2% | +112.7% |
| 1Y | +482.2% | +165.5% | +316.6% | +341.3% |
| All | +482.2% | +174.8% | +307.4% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling