+78.5%
SPY vs KORU
+521.6%
-443.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +0.5% | +24.3% | -23.7% | -1.2% |
| 30D | -0.9% | +37.3% | -38.3% | -3.9% |
| 3M | +3.9% | -32.8% | +36.7% | +2.8% |
| 6M | +14.5% | +36.9% | -22.4% | -0.8% |
| YTD | +12.9% | +162.6% | -149.7% | -12.4% |
| 1Y | +19.4% | +467.0% | -447.7% | -18.1% |
| 3Y | +78.5% | +522.4% | -443.9% | +11.6% |
| All | +78.5% | +521.6% | -443.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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