+474.0%
KORU vs SPYG
+98.4%
+375.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +6.3% |
| 7D | -1.7% | -0.9% | -0.8% | +1.7% |
| 30D | +13.5% | -1.5% | +15.0% | +21.7% |
| 3M | -45.2% | +3.7% | -48.9% | -43.3% |
| 6M | +17.1% | +16.4% | +0.7% | +10.7% |
| YTD | +154.1% | +13.3% | +140.8% | +161.0% |
| 1Y | +375.7% | +17.9% | +357.8% | +364.7% |
| 3Y | +474.0% | +98.3% | +375.7% | +40.8% |
| All | +474.0% | +98.4% | +375.6% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling