+67.7%
KORU vs SPGI
+1.6%
+66.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +3.4% |
| 7D | +20.1% | -3.1% | +23.2% | +22.4% |
| 30D | +47.5% | +2.0% | +45.4% | +43.2% |
| 3M | -30.1% | +4.3% | -34.4% | -37.5% |
| 6M | +20.1% | -0.2% | +20.4% | +10.5% |
| YTD | +166.6% | -14.8% | +181.4% | +181.1% |
| 1Y | +458.9% | -18.5% | +477.5% | +506.7% |
| 3Y | +531.8% | +16.0% | +515.8% | +321.6% |
| 5Y | +67.7% | +2.2% | +65.5% | +31.1% |
| All | +67.7% | +1.6% | +66.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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