+33.3%
KORU vs UMC
+2,239.1%
-2,205.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -2.2% |
| 7D | +20.1% | +13.6% | +6.5% | +6.7% |
| 30D | +47.5% | +20.8% | +26.7% | +24.3% |
| 3M | -30.1% | +16.1% | -46.2% | -31.7% |
| 6M | +20.1% | +137.3% | -117.2% | -31.4% |
| YTD | +166.6% | +193.8% | -27.2% | +24.5% |
| 1Y | +458.9% | +236.1% | +222.9% | +134.6% |
| 3Y | +531.8% | +267.1% | +264.7% | +151.2% |
| 5Y | +67.7% | +145.3% | -77.6% | -5.2% |
| 10Y | +91.6% | +1,857.3% | -1,765.8% | -79.7% |
| All | +33.3% | +2,239.1% | -2,205.8% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling