+82.9%
KORU vs SGI
+270.1%
-187.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.3% |
| 7D | -1.7% | -4.5% | +2.7% | +1.6% |
| 30D | +13.5% | +4.2% | +9.4% | +11.0% |
| 3M | -45.2% | -7.4% | -37.8% | -41.7% |
| 6M | +17.1% | -15.1% | +32.2% | +38.6% |
| YTD | +154.1% | -24.7% | +178.8% | +225.8% |
| 1Y | +375.7% | -21.8% | +397.4% | +484.4% |
| 3Y | +474.0% | +50.0% | +424.0% | +368.6% |
| 5Y | +60.4% | +48.9% | +11.5% | +28.0% |
| All | +82.9% | +270.1% | -187.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling