+22.5%
KORU vs RNG
+179.4%
-156.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.0% | -5.3% |
| 7D | -24.3% | -9.6% | -14.8% | -24.7% |
| 30D | -54.2% | -1.4% | -52.8% | -54.2% |
| 3M | -45.4% | +28.8% | -74.2% | -43.6% |
| 6M | -66.5% | +65.6% | -132.0% | -62.3% |
| YTD | +14.9% | +171.4% | -156.5% | +15.6% |
| 1Y | +22.5% | +185.3% | -162.8% | +12.9% |
| All | +22.5% | +179.4% | -156.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling