+29.3%
KORU vs SPGI
+951.3%
-922.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.0% | +15.2% |
| 7D | +13.0% | +0.1% | +12.9% | +12.1% |
| 30D | +27.3% | +8.4% | +18.9% | +14.0% |
| 3M | -55.3% | +11.8% | -67.1% | -65.4% |
| 6M | +11.6% | +5.7% | +5.9% | -9.2% |
| YTD | +158.5% | -9.7% | +168.2% | +146.8% |
| 1Y | +482.2% | -12.5% | +494.6% | +458.0% |
| 3Y | +471.9% | +21.8% | +450.1% | +252.7% |
| 5Y | +41.1% | +8.2% | +33.0% | +6.3% |
| 10Y | +80.2% | +309.5% | -229.3% | -72.8% |
| All | +29.3% | +951.3% | -922.0% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling