+522.4%
KORU vs PLUG
-72.4%
+594.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.6% | +0.4% |
| 7D | +24.3% | +8.1% | +16.2% | +21.7% |
| 30D | +37.3% | +3.7% | +33.7% | +37.1% |
| 3M | -32.8% | -29.2% | -3.6% | -24.8% |
| 6M | +36.9% | +6.1% | +30.8% | +43.9% |
| YTD | +162.6% | +14.7% | +147.9% | +165.9% |
| 1Y | +467.0% | +56.9% | +410.1% | +421.7% |
| 3Y | +522.4% | -71.6% | +594.0% | +566.6% |
| All | +522.4% | -72.4% | +594.8% | +566.6% |
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