+426.7%
KORU vs SM
-0.7%
+427.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.5% | -13.0% | -12.5% |
| 7D | +2.3% | +2.1% | +0.2% | +2.3% |
| 30D | +20.0% | +18.1% | +1.9% | +19.6% |
| 3M | -32.7% | +17.0% | -49.7% | -32.4% |
| 6M | +13.3% | +55.4% | -42.1% | +2.9% |
| YTD | +133.2% | +108.6% | +24.7% | +90.6% |
| 1Y | +357.3% | +45.7% | +311.6% | +319.6% |
| All | +426.7% | -0.7% | +427.4% | +373.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling