+22.5%
KORU vs SPYM
+14.7%
+7.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -6.9% | -19.5% |
| 7D | -24.3% | -0.7% | -23.6% | -19.5% |
| 30D | -54.2% | -1.1% | -53.2% | -48.4% |
| 3M | -45.4% | -0.3% | -45.1% | -39.8% |
| 6M | -66.5% | +7.3% | -73.8% | -71.1% |
| YTD | +14.9% | +13.4% | +1.5% | -21.9% |
| 1Y | +22.5% | +14.8% | +7.7% | -20.1% |
| All | +22.5% | +14.7% | +7.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling