+22.5%
KORU vs UMC
+112.5%
-90.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -2.4% |
| 7D | -24.3% | -14.7% | -9.6% | -4.4% |
| 30D | -54.2% | -32.9% | -21.4% | -17.6% |
| 3M | -45.4% | -22.2% | -23.3% | -18.9% |
| 6M | -66.5% | +25.9% | -92.4% | -60.3% |
| YTD | +14.9% | +107.9% | -93.0% | -1.6% |
| 1Y | +22.5% | +115.0% | -92.5% | +0.4% |
| All | +22.5% | +112.5% | -90.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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