+133.8%
KORU vs PLUG
-75.5%
+209.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.4% | +7.8% | +10.2% |
| 7D | -25.8% | +14.5% | -40.3% | -27.9% |
| 30D | -56.9% | -10.7% | -46.2% | -54.6% |
| 3M | -55.7% | -31.2% | -24.5% | -49.1% |
| 6M | -83.7% | -51.9% | -31.8% | -78.8% |
| YTD | -15.3% | -23.9% | +8.6% | -1.1% |
| 1Y | +3.4% | -43.4% | +46.8% | +26.8% |
| 3Y | +133.8% | -74.7% | +208.5% | +173.7% |
| All | +133.8% | -75.5% | +209.3% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling