+22.5%
KORU vs SHAK
-21.2%
+43.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -6.9% |
| 7D | -24.3% | +8.3% | -32.6% | -27.3% |
| 30D | -54.2% | +16.7% | -70.9% | -57.8% |
| 3M | -45.4% | +10.0% | -55.4% | -48.1% |
| 6M | -66.5% | -23.8% | -42.6% | -61.0% |
| YTD | +14.9% | -10.3% | +25.2% | +20.8% |
| 1Y | +22.5% | -22.9% | +45.4% | +60.3% |
| All | +22.5% | -21.2% | +43.8% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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