-36.9%
KORU vs SPG
+84.0%
-120.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +11.1% | +2.0% | +9.2% | +9.3% |
| 30D | -40.6% | +17.2% | -57.9% | -49.6% |
| 3M | -63.9% | +6.3% | -70.2% | -66.3% |
| 6M | -82.8% | +18.7% | -101.5% | -86.6% |
| YTD | -15.4% | +30.1% | -45.5% | -40.7% |
| 1Y | -3.3% | +32.8% | -36.0% | -33.9% |
| 3Y | +136.2% | +133.6% | +2.6% | -22.2% |
| All | -36.9% | +84.0% | -120.8% | -73.1% |
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