+375.7%
KORU vs RNG
+128.1%
+247.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.1% | +9.0% |
| 7D | -1.7% | -6.1% | +4.4% | -2.2% |
| 30D | +13.5% | +9.6% | +3.9% | +14.2% |
| 3M | -45.2% | +83.3% | -128.5% | -46.0% |
| 6M | +17.1% | +77.9% | -60.8% | +17.3% |
| YTD | +154.1% | +139.9% | +14.2% | +132.0% |
| 1Y | +375.7% | +121.7% | +254.0% | +346.2% |
| All | +375.7% | +128.1% | +247.6% | +346.2% |
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