+502.1%
KORU vs SPG
+106.5%
+395.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +3.1% |
| 7D | +20.1% | -1.7% | +21.8% | +21.3% |
| 30D | +47.5% | -6.3% | +53.7% | +53.8% |
| 3M | -30.1% | -2.4% | -27.6% | -32.0% |
| 6M | +20.1% | +9.6% | +10.5% | +3.5% |
| YTD | +166.6% | +14.2% | +152.4% | +119.9% |
| 1Y | +458.9% | +19.3% | +439.6% | +335.4% |
| All | +502.1% | +106.5% | +395.6% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling