+126.2%
KORU vs SITM
+4,789.7%
-4,663.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.4% | +6.3% |
| 7D | -1.7% | +3.9% | -5.6% | -3.6% |
| 30D | +13.5% | -6.6% | +20.1% | +18.4% |
| 3M | -45.2% | -11.9% | -33.3% | -39.7% |
| 6M | +17.1% | +81.1% | -64.0% | -1.8% |
| YTD | +154.1% | +80.0% | +74.2% | +113.1% |
| 1Y | +375.7% | +145.8% | +229.8% | +238.6% |
| 3Y | +474.0% | +475.9% | -1.9% | +148.6% |
| 5Y | +60.4% | +189.2% | -128.8% | -20.6% |
| All | +126.2% | +4,789.7% | -4,663.5% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling