+22.5%
KORU vs SPYG
+10.8%
+11.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.5% | -13.2% |
| 7D | -24.3% | -2.8% | -21.5% | -8.6% |
| 30D | -54.2% | -6.2% | -48.0% | -27.7% |
| 3M | -45.4% | -3.6% | -41.9% | -23.6% |
| 6M | -66.5% | +4.8% | -71.2% | -55.7% |
| YTD | +14.9% | +11.0% | +3.9% | +24.2% |
| 1Y | +22.5% | +11.2% | +11.3% | +33.2% |
| All | +22.5% | +10.8% | +11.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling