+82.9%
KORU vs SPYM
+325.3%
-242.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +6.5% |
| 7D | -1.7% | -0.8% | -0.9% | +0.9% |
| 30D | +13.5% | -1.1% | +14.6% | +18.4% |
| 3M | -45.2% | +3.9% | -49.1% | -46.7% |
| 6M | +17.1% | +13.6% | +3.5% | +4.3% |
| YTD | +154.1% | +12.7% | +141.4% | +137.9% |
| 1Y | +375.7% | +17.6% | +358.1% | +310.9% |
| 3Y | +474.0% | +77.2% | +396.8% | +89.4% |
| 5Y | +60.4% | +84.1% | -23.7% | -44.5% |
| All | +82.9% | +325.3% | -242.4% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling