+82.9%
KORU vs UMC
+1,863.6%
-1,780.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +6.7% |
| 7D | -1.7% | +9.0% | -10.7% | -9.4% |
| 30D | +13.5% | +17.2% | -3.7% | -2.1% |
| 3M | -45.2% | +11.4% | -56.6% | -45.3% |
| 6M | +17.1% | +137.5% | -120.4% | -34.1% |
| YTD | +154.1% | +193.1% | -39.0% | +16.7% |
| 1Y | +375.7% | +240.3% | +135.4% | +93.3% |
| 3Y | +474.0% | +262.2% | +211.8% | +125.0% |
| 5Y | +60.4% | +143.1% | -82.7% | -11.3% |
| All | +82.9% | +1,863.6% | -1,780.6% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling