-27.8%
KORU vs PLUG
+9.2%
-37.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.0% | +2.8% | -3.8% |
| 7D | -34.5% | -3.2% | -31.3% | -33.2% |
| 30D | -59.6% | -18.7% | -40.9% | -56.5% |
| 3M | -56.1% | -35.3% | -20.8% | -49.1% |
| 6M | -84.7% | -56.2% | -28.4% | -79.6% |
| YTD | -20.6% | -30.7% | +10.1% | -7.9% |
| 1Y | -13.9% | -46.7% | +32.8% | +5.3% |
| 3Y | +114.9% | -61.3% | +176.2% | +129.6% |
| 5Y | -36.0% | -96.6% | +60.6% | +10.6% |
| 10Y | -27.8% | +1.1% | -28.9% | -31.3% |
| All | -27.8% | +9.2% | -37.0% | -31.3% |
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