+67.9%
KORU vs SPG
+64.3%
+3.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.1% | -12.6% | -12.6% |
| 7D | +2.3% | -2.2% | +4.5% | +3.9% |
| 30D | +20.0% | -5.8% | +25.8% | +25.2% |
| 3M | -32.7% | -2.8% | -29.9% | -33.3% |
| 6M | +13.3% | +8.9% | +4.4% | +2.2% |
| YTD | +133.2% | +14.3% | +118.9% | +101.3% |
| 1Y | +357.3% | +19.5% | +337.8% | +277.6% |
| 3Y | +452.7% | +106.9% | +345.8% | +203.4% |
| 5Y | +47.2% | +108.7% | -61.5% | -16.7% |
| All | +67.9% | +64.3% | +3.5% | +40.2% |
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