+11.5%
KORU vs RNG
+305.9%
-294.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +20.1% | -4.1% | +24.1% | +21.3% |
| 30D | +47.5% | +8.6% | +38.8% | +42.6% |
| 3M | -30.1% | +78.0% | -108.0% | -46.6% |
| 6M | +20.1% | +67.0% | -46.9% | -6.6% |
| YTD | +166.6% | +142.4% | +24.2% | +76.1% |
| 1Y | +458.9% | +120.4% | +338.5% | +281.6% |
| 3Y | +531.8% | +122.1% | +409.6% | +311.7% |
| 5Y | +67.7% | -69.8% | +137.5% | +88.2% |
| 10Y | +91.6% | +223.4% | -131.8% | -4.9% |
| All | +11.5% | +305.9% | -294.4% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling