+474.0%
KORU vs LNG
+74.6%
+399.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +9.0% |
| 7D | -1.7% | -4.7% | +3.0% | -2.3% |
| 30D | +13.5% | +3.8% | +9.7% | +14.2% |
| 3M | -45.2% | +16.2% | -61.4% | -44.4% |
| 6M | +17.1% | +11.7% | +5.4% | +15.3% |
| YTD | +154.1% | +44.2% | +109.9% | +121.8% |
| 1Y | +375.7% | +18.6% | +357.1% | +352.4% |
| 3Y | +474.0% | +77.4% | +396.6% | +314.1% |
| All | +474.0% | +74.6% | +399.5% | +314.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling