+79.0%
SPY vs KORU
+165.3%
-86.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +18.4% | -17.1% | 0.0% |
| 7D | -0.9% | -18.1% | +17.2% | -0.2% |
| 30D | -2.4% | -45.7% | +43.4% | +0.7% |
| 3M | -1.2% | -51.6% | +50.4% | +1.5% |
| 6M | +3.3% | -82.6% | +85.9% | +8.3% |
| YTD | +12.3% | -5.9% | +18.2% | -7.9% |
| 1Y | +12.4% | +3.3% | +9.2% | -9.3% |
| All | +79.0% | +165.3% | -86.3% | +15.6% |
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