+499.7%
SPY vs KORU
-54.0%
+553.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.3% |
| 7D | +3.3% | +24.3% | -21.1% | +0.2% |
| 30D | -2.7% | -44.8% | +42.2% | +2.4% |
| 3M | -1.7% | -60.0% | +58.3% | +5.3% |
| 6M | +3.1% | -78.7% | +81.8% | +8.3% |
| YTD | +11.9% | -10.6% | +22.4% | -12.9% |
| 1Y | +12.0% | -3.8% | +15.8% | -14.2% |
| 3Y | +78.2% | +142.0% | -63.8% | +8.4% |
| 5Y | +73.2% | -33.1% | +106.3% | +20.8% |
| 10Y | +309.6% | -18.5% | +328.1% | +131.3% |
| All | +499.7% | -54.0% | +553.7% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling