+56.9%
KORU vs LNG
+228.1%
-171.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.9% |
| 7D | -1.7% | -4.7% | +3.0% | -0.7% |
| 30D | +13.5% | +3.8% | +9.7% | +12.1% |
| 3M | -45.2% | +16.2% | -61.4% | -48.2% |
| 6M | +17.1% | +11.7% | +5.4% | +8.1% |
| YTD | +154.1% | +44.2% | +109.9% | +106.5% |
| 1Y | +375.7% | +18.6% | +357.1% | +324.4% |
| 3Y | +474.0% | +77.4% | +396.6% | +303.7% |
| All | +56.9% | +228.1% | -171.2% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling