+474.0%
KORU vs RIG
-31.7%
+505.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.7% | +9.6% |
| 7D | -1.7% | -3.1% | +1.4% | -0.7% |
| 30D | +13.5% | -0.5% | +14.1% | +13.6% |
| 3M | -45.2% | -6.0% | -39.2% | -44.4% |
| 6M | +17.1% | -10.1% | +27.3% | +18.3% |
| YTD | +154.1% | +37.3% | +116.8% | +120.6% |
| 1Y | +375.7% | +73.9% | +301.7% | +278.3% |
| 3Y | +474.0% | -30.2% | +504.2% | +432.2% |
| All | +474.0% | -31.7% | +505.7% | +432.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling