+31.4%
KORU vs RGEN
+1,848.3%
-1,817.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +24.3% | -0.9% | +25.2% | +24.7% |
| 30D | +37.3% | +2.8% | +34.5% | +36.4% |
| 3M | -32.8% | +34.5% | -67.3% | -42.0% |
| 6M | +36.9% | +40.5% | -3.5% | +18.5% |
| YTD | +162.6% | +2.8% | +159.8% | +160.4% |
| 1Y | +467.0% | +39.6% | +427.4% | +392.5% |
| 3Y | +522.4% | +4.4% | +518.0% | +479.1% |
| 5Y | +57.9% | -42.8% | +100.6% | +78.8% |
| 10Y | +70.8% | +406.7% | -336.0% | -6.5% |
| All | +31.4% | +1,848.3% | -1,817.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 all: compounded portfolio wealth divided by compounded RGEN 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…
all analysis · Full analysis span regression · 6 months rolling