+31.4%
KORU vs SGI
+521.9%
-490.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +24.3% | +9.3% | +15.0% | +17.5% |
| 30D | +37.3% | +6.9% | +30.4% | +31.8% |
| 3M | -32.8% | +2.8% | -35.6% | -33.0% |
| 6M | +36.9% | -12.6% | +49.5% | +57.7% |
| YTD | +162.6% | -21.5% | +184.1% | +223.5% |
| 1Y | +467.0% | -18.8% | +485.8% | +572.3% |
| 3Y | +522.4% | +60.8% | +461.5% | +392.4% |
| 5Y | +57.9% | +60.0% | -2.1% | +22.5% |
| 10Y | +70.8% | +267.8% | -197.1% | -21.6% |
| All | +31.4% | +521.9% | -490.5% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling