-13.9%
KORU vs PLUG
-53.4%
+39.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.0% | +2.8% | +0.7% |
| 7D | -34.5% | -3.2% | -31.3% | -31.0% |
| 30D | -59.6% | -18.7% | -40.9% | -51.1% |
| 3M | -56.1% | -35.3% | -20.8% | -35.9% |
| 6M | -84.7% | -56.2% | -28.4% | -71.2% |
| YTD | -20.6% | -30.7% | +10.1% | +41.2% |
| 1Y | -13.9% | -46.7% | +32.8% | +63.0% |
| All | -13.9% | -53.4% | +39.5% | +63.0% |
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