+375.7%
KORU vs SGI
-21.0%
+396.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +7.7% |
| 7D | -1.7% | -4.5% | +2.7% | +4.5% |
| 30D | +13.5% | +4.2% | +9.4% | +8.4% |
| 3M | -45.2% | -7.4% | -37.8% | -38.8% |
| 6M | +17.1% | -15.1% | +32.2% | +44.1% |
| YTD | +154.1% | -24.7% | +178.8% | +232.1% |
| 1Y | +375.7% | -21.8% | +397.4% | +573.7% |
| All | +375.7% | -21.0% | +396.7% | +573.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling