-3.3%
KORU vs SM
+84.2%
-87.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.5% |
| 7D | +11.1% | +9.4% | +1.8% | +16.7% |
| 30D | -40.6% | -14.4% | -26.2% | -47.4% |
| 3M | -63.9% | +1.6% | -65.4% | -62.7% |
| 6M | -82.8% | +6.3% | -89.2% | -80.1% |
| YTD | -15.4% | +78.8% | -94.2% | -3.9% |
| 1Y | -3.3% | +83.1% | -86.4% | +8.4% |
| All | -3.3% | +84.2% | -87.5% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling