-33.1%
KORU vs SPGI
+14.2%
-47.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.0% |
| 7D | +24.3% | -0.8% | +25.2% | +25.1% |
| 30D | -44.8% | +14.3% | -59.1% | -50.0% |
| 3M | -60.0% | +14.5% | -74.5% | -64.6% |
| 6M | -78.7% | +17.3% | -96.0% | -83.1% |
| YTD | -10.6% | -4.6% | -6.0% | -13.7% |
| 1Y | -3.8% | +0.8% | -4.6% | -14.0% |
| 3Y | +142.0% | +28.8% | +113.2% | +46.7% |
| 5Y | -33.1% | +14.0% | -47.0% | -50.3% |
| All | -33.1% | +14.2% | -47.3% | -50.3% |
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