+137.3%
KORU vs SITM
+4,437.5%
-4,300.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | +20.1% | +3.7% | +16.4% | +18.2% |
| 30D | +47.5% | -14.5% | +62.0% | +60.6% |
| 3M | -30.1% | -10.6% | -19.5% | -22.8% |
| 6M | +20.1% | +65.5% | -45.4% | +5.1% |
| YTD | +166.6% | +67.0% | +99.6% | +131.9% |
| 1Y | +458.9% | +138.6% | +320.3% | +305.0% |
| 3Y | +531.8% | +421.8% | +109.9% | +186.6% |
| 5Y | +67.7% | +172.4% | -104.8% | -14.3% |
| All | +137.3% | +4,437.5% | -4,300.2% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling