-20.7%
KORU vs PLUG
-25.0%
+4.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -10.5% | +5.1% | -2.5% |
| 7D | +11.1% | -23.4% | +34.6% | +19.6% |
| 30D | -40.6% | -23.4% | -17.2% | -35.2% |
| 3M | -63.9% | -51.7% | -12.2% | -54.8% |
| 6M | -82.8% | -72.0% | -10.8% | -74.4% |
| YTD | -15.4% | -43.7% | +28.3% | +3.8% |
| 1Y | -3.3% | -55.4% | +52.2% | +24.4% |
| 3Y | +136.2% | -68.0% | +204.2% | +165.8% |
| 5Y | -36.7% | -97.4% | +60.7% | +17.4% |
| All | -20.7% | -25.0% | +4.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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