+47.2%
KORU vs SPY
+79.8%
-32.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -10.6% |
| 7D | +2.3% | -2.0% | +4.3% | +9.2% |
| 30D | +20.0% | -1.7% | +21.7% | +27.9% |
| 3M | -32.7% | +4.7% | -37.5% | -35.7% |
| 6M | +13.3% | +12.5% | +0.8% | +3.1% |
| YTD | +133.2% | +11.7% | +121.5% | +122.6% |
| 1Y | +357.3% | +17.5% | +339.8% | +295.2% |
| 3Y | +452.7% | +76.6% | +376.1% | +86.4% |
| 5Y | +47.2% | +82.0% | -34.8% | -46.9% |
| All | +47.2% | +79.8% | -32.6% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling