+82.9%
KORU vs SHEL
+214.0%
-131.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.1% |
| 7D | -1.7% | +4.1% | -5.8% | -5.8% |
| 30D | +13.5% | +8.4% | +5.2% | +3.9% |
| 3M | -45.2% | +13.7% | -58.9% | -54.1% |
| 6M | +17.1% | +12.7% | +4.4% | -2.9% |
| YTD | +154.1% | +35.3% | +118.8% | +74.7% |
| 1Y | +375.7% | +39.4% | +336.3% | +217.5% |
| 3Y | +474.0% | +71.5% | +402.6% | +209.4% |
| 5Y | +60.4% | +195.0% | -134.6% | -54.9% |
| All | +82.9% | +214.0% | -131.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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