-20.7%
KORU vs SPG
+113.9%
-134.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +11.1% | +2.0% | +9.2% | +9.7% |
| 30D | -40.6% | +17.2% | -57.9% | -47.7% |
| 3M | -63.9% | +6.3% | -70.2% | -65.9% |
| 6M | -82.8% | +18.7% | -101.5% | -85.6% |
| YTD | -15.4% | +30.1% | -45.5% | -34.2% |
| 1Y | -3.3% | +32.8% | -36.0% | -26.0% |
| 3Y | +136.2% | +133.6% | +2.6% | +17.3% |
| 5Y | -36.7% | +84.4% | -121.1% | -61.4% |
| All | -20.7% | +113.9% | -134.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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