+29.3%
KORU vs SPG
+144.4%
-115.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +14.2% |
| 7D | +13.0% | -2.4% | +15.4% | +15.0% |
| 30D | +27.3% | -6.8% | +34.1% | +34.4% |
| 3M | -55.3% | +2.7% | -58.0% | -58.2% |
| 6M | +11.6% | +5.5% | +6.1% | +2.9% |
| YTD | +158.5% | +15.7% | +142.8% | +120.4% |
| 1Y | +482.2% | +20.9% | +461.3% | +374.5% |
| 3Y | +471.9% | +112.4% | +359.5% | +202.6% |
| 5Y | +41.1% | +101.4% | -60.2% | -19.3% |
| 10Y | +80.2% | +60.6% | +19.5% | +37.0% |
| All | +29.3% | +144.4% | -115.1% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling