+56.9%
KORU vs SITM
+187.3%
-130.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.4% | +6.0% |
| 7D | -1.7% | +3.9% | -5.6% | -3.8% |
| 30D | +13.5% | -6.6% | +20.1% | +18.8% |
| 3M | -45.2% | -11.9% | -33.3% | -39.4% |
| 6M | +17.1% | +81.1% | -64.0% | -3.3% |
| YTD | +154.1% | +80.0% | +74.2% | +110.0% |
| 1Y | +375.7% | +145.8% | +229.8% | +231.2% |
| 3Y | +474.0% | +475.9% | -1.9% | +134.1% |
| All | +56.9% | +187.3% | -130.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling