+458.9%
KORU vs PLUG
+50.7%
+408.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +3.3% |
| 7D | +20.1% | +3.8% | +16.3% | +18.1% |
| 30D | +47.5% | +2.8% | +44.6% | +47.5% |
| 3M | -30.1% | -25.4% | -4.6% | -19.7% |
| 6M | +20.1% | -0.5% | +20.6% | +35.3% |
| YTD | +166.6% | +10.2% | +156.4% | +197.7% |
| 1Y | +458.9% | +53.9% | +405.0% | +507.0% |
| All | +458.9% | +50.7% | +408.2% | +507.0% |
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