+82.9%
KORU vs EVRG
+113.9%
-31.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +13.5% | -1.2% | +14.8% | +14.2% |
| 3M | -45.2% | -0.6% | -44.6% | -46.1% |
| 6M | +17.1% | +2.4% | +14.7% | +10.3% |
| YTD | +154.1% | +15.5% | +138.7% | +118.2% |
| 1Y | +375.7% | +16.8% | +358.8% | +303.8% |
| 3Y | +474.0% | +75.0% | +399.0% | +252.2% |
| 5Y | +60.4% | +49.3% | +11.1% | +11.1% |
| All | +82.9% | +113.9% | -31.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling