+56.9%
KORU vs UMC
+143.5%
-86.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +6.1% |
| 7D | -1.7% | +9.0% | -10.7% | -11.4% |
| 30D | +13.5% | +17.2% | -3.7% | -6.0% |
| 3M | -45.2% | +11.4% | -56.6% | -46.7% |
| 6M | +17.1% | +137.5% | -120.4% | -44.3% |
| YTD | +154.1% | +193.1% | -39.0% | -8.0% |
| 1Y | +375.7% | +240.3% | +135.4% | +46.5% |
| 3Y | +474.0% | +262.2% | +211.8% | +62.4% |
| All | +56.9% | +143.5% | -86.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling