+33.3%
KORU vs SHEL
+191.3%
-158.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.2% |
| 7D | +20.1% | +3.0% | +17.1% | +16.4% |
| 30D | +47.5% | +7.2% | +40.3% | +36.4% |
| 3M | -30.1% | +12.9% | -42.9% | -41.2% |
| 6M | +20.1% | +13.7% | +6.4% | -1.4% |
| YTD | +166.6% | +33.7% | +132.9% | +85.5% |
| 1Y | +458.9% | +37.9% | +421.1% | +277.1% |
| 3Y | +531.8% | +70.2% | +461.5% | +243.2% |
| 5Y | +67.7% | +192.3% | -124.7% | -52.2% |
| 10Y | +91.6% | +207.3% | -115.7% | -42.1% |
| All | +33.3% | +191.3% | -158.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling