+22.5%
KORU vs LNG
+42.0%
-19.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.2% | +0.9% | -12.0% |
| 7D | -24.3% | -1.9% | -22.4% | -24.8% |
| 30D | -54.2% | +6.2% | -60.4% | -49.5% |
| 3M | -45.4% | +13.7% | -59.2% | -32.9% |
| 6M | -66.5% | +7.5% | -74.0% | -54.6% |
| YTD | +14.9% | +51.3% | -36.4% | +21.5% |
| 1Y | +22.5% | +42.6% | -20.1% | +26.9% |
| All | +22.5% | +42.0% | -19.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling