+56.9%
KORU vs SPG
+106.0%
-49.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -1.2% | -0.6% | -0.7% |
| 30D | +13.5% | -6.1% | +19.7% | +20.2% |
| 3M | -45.2% | -3.6% | -41.6% | -45.8% |
| 6M | +17.1% | +10.4% | +6.7% | -0.9% |
| YTD | +154.1% | +14.4% | +139.8% | +104.9% |
| 1Y | +375.7% | +16.5% | +359.1% | +270.0% |
| 3Y | +474.0% | +106.8% | +367.2% | +125.1% |
| All | +56.9% | +106.0% | -49.1% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling