+474.0%
KORU vs EOG
+22.5%
+451.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.0% | +9.0% |
| 7D | -1.7% | +1.5% | -3.2% | -1.7% |
| 30D | +13.5% | +2.9% | +10.6% | +13.6% |
| 3M | -45.2% | +8.7% | -53.9% | -45.4% |
| 6M | +17.1% | +12.9% | +4.2% | +10.1% |
| YTD | +154.1% | +43.8% | +110.3% | +106.5% |
| 1Y | +375.7% | +27.1% | +348.6% | +314.2% |
| 3Y | +474.0% | +25.9% | +448.1% | +379.1% |
| All | +474.0% | +22.5% | +451.5% | +379.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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