+33.3%
KORU vs SPYG
+687.7%
-654.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.4% |
| 7D | +20.1% | +0.3% | +19.8% | +19.0% |
| 30D | +47.5% | -1.7% | +49.2% | +55.8% |
| 3M | -30.1% | +3.6% | -33.7% | -26.6% |
| 6M | +20.1% | +16.6% | +3.5% | +14.1% |
| YTD | +166.6% | +13.4% | +153.2% | +176.1% |
| 1Y | +458.9% | +19.6% | +439.4% | +432.2% |
| 3Y | +531.8% | +99.8% | +432.0% | +104.4% |
| 5Y | +67.7% | +85.0% | -17.3% | -28.3% |
| 10Y | +91.6% | +422.1% | -330.5% | -89.7% |
| All | +33.3% | +687.7% | -654.4% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling