+136.2%
KORU vs SPG
+135.6%
+0.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +11.1% | +2.0% | +9.2% | +10.1% |
| 30D | -40.6% | +17.2% | -57.9% | -46.0% |
| 3M | -63.9% | +6.3% | -70.2% | -65.1% |
| 6M | -82.8% | +18.7% | -101.5% | -85.6% |
| YTD | -15.4% | +30.1% | -45.5% | -34.9% |
| 1Y | -3.3% | +32.8% | -36.0% | -27.1% |
| 3Y | +136.2% | +133.6% | +2.6% | -8.4% |
| All | +136.2% | +135.6% | +0.6% | -8.4% |
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