-20.7%
KORU vs SM
+18.0%
-38.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +11.1% | +9.4% | +1.8% | +8.8% |
| 30D | -40.6% | -14.4% | -26.2% | -38.5% |
| 3M | -63.9% | +1.6% | -65.4% | -64.4% |
| 6M | -82.8% | +6.3% | -89.2% | -83.7% |
| YTD | -15.4% | +78.8% | -94.2% | -32.7% |
| 1Y | -3.3% | +83.1% | -86.4% | -23.7% |
| 3Y | +136.2% | -5.9% | +142.1% | +114.7% |
| 5Y | -36.7% | +4.8% | -41.5% | -45.9% |
| All | -20.7% | +18.0% | -38.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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