+426.7%
KORU vs SMTC
+546.3%
-119.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -10.6% |
| 7D | +2.3% | +17.5% | -15.2% | -7.6% |
| 30D | +20.0% | +21.3% | -1.3% | +6.9% |
| 3M | -32.7% | +3.1% | -35.9% | -28.5% |
| 6M | +13.3% | +81.7% | -68.4% | -2.5% |
| YTD | +133.2% | +115.9% | +17.3% | +89.6% |
| 1Y | +357.3% | +157.8% | +199.4% | +245.2% |
| All | +426.7% | +546.3% | -119.6% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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