+482.2%
KORU vs SPYM
+20.9%
+461.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.8% | +16.5% |
| 7D | +13.0% | +0.1% | +12.9% | +11.7% |
| 30D | +27.3% | +0.1% | +27.2% | +27.9% |
| 3M | -55.3% | +2.0% | -57.3% | -51.1% |
| 6M | +11.6% | +13.1% | -1.5% | -26.7% |
| YTD | +158.5% | +13.6% | +144.9% | +70.2% |
| 1Y | +482.2% | +20.1% | +462.1% | +233.2% |
| All | +482.2% | +20.9% | +461.2% | +233.2% |
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