+56.9%
KORU vs SPYM
+82.5%
-25.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +7.1% |
| 7D | -1.7% | -1.0% | -0.7% | +2.0% |
| 30D | +13.5% | -1.3% | +14.9% | +19.9% |
| 3M | -45.2% | +3.6% | -48.8% | -46.5% |
| 6M | +17.1% | +13.3% | +3.8% | +4.0% |
| YTD | +154.1% | +12.4% | +141.7% | +137.4% |
| 1Y | +375.7% | +17.3% | +358.4% | +309.9% |
| 3Y | +474.0% | +76.8% | +397.3% | +89.9% |
| All | +56.9% | +82.5% | -25.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling