+474.0%
KORU vs SCHG
+86.3%
+387.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +6.5% |
| 7D | -1.7% | -1.0% | -0.7% | +1.5% |
| 30D | +13.5% | -1.3% | +14.8% | +18.4% |
| 3M | -45.2% | +5.4% | -50.6% | -50.2% |
| 6M | +17.1% | +14.4% | +2.7% | +2.1% |
| YTD | +154.1% | +8.0% | +146.1% | +154.2% |
| 1Y | +375.7% | +12.7% | +362.9% | +350.5% |
| 3Y | +474.0% | +85.6% | +388.4% | +62.4% |
| All | +474.0% | +86.3% | +387.8% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling