+426.7%
KORU vs SPYM
+75.9%
+350.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -10.0% |
| 7D | +2.3% | -2.0% | +4.3% | +11.1% |
| 30D | +20.0% | -1.6% | +21.6% | +29.9% |
| 3M | -32.7% | +4.7% | -37.5% | -36.9% |
| 6M | +13.3% | +12.6% | +0.8% | -0.3% |
| YTD | +133.2% | +11.8% | +121.4% | +116.2% |
| 1Y | +357.3% | +17.5% | +339.7% | +280.0% |
| All | +426.7% | +75.9% | +350.8% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling