+82.9%
KORU vs NRG
+1,083.9%
-1,001.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +7.7% |
| 7D | -1.7% | -4.7% | +3.0% | +2.3% |
| 30D | +13.5% | -6.0% | +19.5% | +20.5% |
| 3M | -45.2% | -8.0% | -37.3% | -40.1% |
| 6M | +17.1% | -23.2% | +40.3% | +52.7% |
| YTD | +154.1% | -28.1% | +182.2% | +258.9% |
| 1Y | +375.7% | -27.3% | +402.9% | +569.8% |
| 3Y | +474.0% | +208.7% | +265.4% | +143.7% |
| 5Y | +60.4% | +197.7% | -137.2% | -31.3% |
| All | +82.9% | +1,083.9% | -1,001.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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