+474.0%
KORU vs SITM
+452.7%
+21.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.4% | +5.7% |
| 7D | -1.7% | +3.9% | -5.6% | -4.0% |
| 30D | +13.5% | -6.6% | +20.1% | +19.2% |
| 3M | -45.2% | -11.9% | -33.3% | -39.3% |
| 6M | +17.1% | +81.1% | -64.0% | -3.2% |
| YTD | +154.1% | +80.0% | +74.2% | +110.7% |
| 1Y | +375.7% | +145.8% | +229.8% | +236.9% |
| 3Y | +474.0% | +475.9% | -1.9% | +149.6% |
| All | +474.0% | +452.7% | +21.4% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling