+31.4%
KORU vs SPYM
+514.0%
-482.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +3.1% |
| 7D | +24.3% | +0.6% | +23.7% | +22.2% |
| 30D | +37.3% | -0.9% | +38.3% | +41.9% |
| 3M | -32.8% | +3.9% | -36.7% | -33.9% |
| 6M | +36.9% | +14.5% | +22.4% | +19.8% |
| YTD | +162.6% | +13.0% | +149.6% | +144.3% |
| 1Y | +467.0% | +19.4% | +447.6% | +372.0% |
| 3Y | +522.4% | +78.9% | +443.5% | +107.3% |
| 5Y | +57.9% | +82.3% | -24.5% | -41.9% |
| 10Y | +70.8% | +314.7% | -244.0% | -87.1% |
| All | +31.4% | +514.0% | -482.7% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling