+474.0%
KORU vs NRG
+203.5%
+270.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +7.7% |
| 7D | -1.7% | -4.7% | +3.0% | +2.4% |
| 30D | +13.5% | -6.0% | +19.5% | +20.6% |
| 3M | -45.2% | -8.0% | -37.3% | -39.9% |
| 6M | +17.1% | -23.2% | +40.3% | +52.4% |
| YTD | +154.1% | -28.1% | +182.2% | +256.5% |
| 1Y | +375.7% | -27.3% | +402.9% | +568.0% |
| 3Y | +474.0% | +208.7% | +265.4% | +89.4% |
| All | +474.0% | +203.5% | +270.5% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling