-3.3%
KORU vs PLUG
-58.9%
+55.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -10.5% | +5.1% | +2.7% |
| 7D | +11.1% | -23.4% | +34.6% | +35.9% |
| 30D | -40.6% | -23.4% | -17.2% | -24.9% |
| 3M | -63.9% | -51.7% | -12.2% | -35.3% |
| 6M | -82.8% | -72.0% | -10.8% | -60.0% |
| YTD | -15.4% | -43.7% | +28.3% | +78.6% |
| 1Y | -3.3% | -55.4% | +52.2% | +112.9% |
| All | -3.3% | -58.9% | +55.6% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling