+375.7%
KORU vs UMAC
+129.0%
+246.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.5% | +11.4% | +9.9% |
| 7D | -1.7% | -3.4% | +1.7% | -0.7% |
| 30D | +13.5% | -15.1% | +28.6% | +16.2% |
| 3M | -45.2% | -10.8% | -34.4% | -44.9% |
| 6M | +17.1% | +15.7% | +1.5% | +6.0% |
| YTD | +154.1% | +80.1% | +74.0% | +99.6% |
| 1Y | +375.7% | +116.7% | +259.0% | +255.0% |
| All | +375.7% | +129.0% | +246.6% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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