+474.0%
KORU vs UMC
+261.2%
+212.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +6.1% |
| 7D | -1.7% | +9.0% | -10.7% | -11.5% |
| 30D | +13.5% | +17.2% | -3.7% | -6.3% |
| 3M | -45.2% | +11.4% | -56.6% | -46.6% |
| 6M | +17.1% | +137.5% | -120.4% | -39.8% |
| YTD | +154.1% | +193.1% | -39.0% | +3.1% |
| 1Y | +375.7% | +240.3% | +135.4% | +66.7% |
| 3Y | +474.0% | +262.2% | +211.8% | +78.5% |
| All | +474.0% | +261.2% | +212.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling