+82.9%
KORU vs LNG
+562.2%
-479.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.9% |
| 7D | -1.7% | -4.7% | +3.0% | +1.0% |
| 30D | +13.5% | +3.8% | +9.7% | +9.6% |
| 3M | -45.2% | +16.2% | -61.4% | -52.5% |
| 6M | +17.1% | +11.7% | +5.4% | -1.7% |
| YTD | +154.1% | +44.2% | +109.9% | +76.1% |
| 1Y | +375.7% | +18.6% | +357.1% | +279.5% |
| 3Y | +474.0% | +77.4% | +396.6% | +217.6% |
| 5Y | +60.4% | +232.3% | -171.9% | -53.2% |
| All | +82.9% | +562.2% | -479.3% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling