+56.9%
KORU vs SHEL
+191.1%
-134.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.3% |
| 7D | -1.7% | +4.1% | -5.8% | -5.0% |
| 30D | +13.5% | +8.4% | +5.2% | +5.7% |
| 3M | -45.2% | +13.7% | -58.9% | -52.4% |
| 6M | +17.1% | +12.7% | +4.4% | +0.6% |
| YTD | +154.1% | +35.3% | +118.8% | +84.1% |
| 1Y | +375.7% | +39.4% | +336.3% | +235.7% |
| 3Y | +474.0% | +71.5% | +402.6% | +237.6% |
| All | +56.9% | +191.1% | -134.2% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling