+482.2%
KORU vs SCHG
+16.6%
+465.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +18.0% |
| 7D | +13.0% | -0.7% | +13.7% | +16.7% |
| 30D | +27.3% | +0.2% | +27.1% | +25.2% |
| 3M | -55.3% | +2.2% | -57.5% | -53.8% |
| 6M | +11.6% | +15.0% | -3.4% | -22.9% |
| YTD | +158.5% | +9.2% | +149.4% | +112.7% |
| 1Y | +482.2% | +15.7% | +466.4% | +340.7% |
| All | +482.2% | +16.6% | +465.5% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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