+82.9%
KORU vs RIG
-41.2%
+124.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.7% | +9.5% |
| 7D | -1.7% | -3.1% | +1.4% | -0.9% |
| 30D | +13.5% | -0.5% | +14.1% | +13.6% |
| 3M | -45.2% | -6.0% | -39.2% | -44.6% |
| 6M | +17.1% | -10.1% | +27.3% | +18.9% |
| YTD | +154.1% | +37.3% | +116.8% | +129.1% |
| 1Y | +375.7% | +73.9% | +301.7% | +298.5% |
| 3Y | +474.0% | -30.2% | +504.2% | +494.3% |
| 5Y | +60.4% | +62.5% | -2.1% | +19.7% |
| All | +82.9% | -41.2% | +124.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling