+29.3%
KORU vs SM
-29.0%
+58.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.5% | +16.0% | +14.0% |
| 7D | +13.0% | +0.1% | +12.9% | +12.8% |
| 30D | +27.3% | +26.3% | +1.0% | +20.2% |
| 3M | -55.3% | +8.7% | -64.0% | -57.0% |
| 6M | +11.6% | +51.7% | -40.1% | -5.3% |
| YTD | +158.5% | +99.0% | +59.5% | +103.6% |
| 1Y | +482.2% | +34.6% | +447.6% | +403.4% |
| 3Y | +471.9% | -7.8% | +479.7% | +427.5% |
| 5Y | +41.1% | +104.8% | -63.6% | +3.7% |
| 10Y | +80.2% | +7.2% | +72.9% | -4.7% |
| All | +29.3% | -29.0% | +58.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling