+56.9%
KORU vs SGI
+47.3%
+9.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.1% |
| 7D | -1.7% | -4.5% | +2.7% | +2.6% |
| 30D | +13.5% | +4.2% | +9.4% | +10.1% |
| 3M | -45.2% | -7.4% | -37.8% | -40.8% |
| 6M | +17.1% | -15.1% | +32.2% | +43.4% |
| YTD | +154.1% | -24.7% | +178.8% | +241.5% |
| 1Y | +375.7% | -21.8% | +397.4% | +508.1% |
| 3Y | +474.0% | +50.0% | +424.0% | +340.6% |
| All | +56.9% | +47.3% | +9.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling