+136.2%
KORU vs SPY
+78.1%
+58.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -3.9% |
| 7D | +11.1% | +2.6% | +8.5% | +1.1% |
| 30D | -40.6% | -2.0% | -38.6% | -28.2% |
| 3M | -63.9% | -2.8% | -61.1% | -53.3% |
| 6M | -82.8% | +2.1% | -85.0% | -78.0% |
| YTD | -15.4% | +11.5% | -26.9% | -8.7% |
| 1Y | -3.3% | +13.5% | -16.7% | +0.1% |
| 3Y | +136.2% | +77.7% | +58.5% | -48.7% |
| All | +136.2% | +78.1% | +58.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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