+22.5%
KORU vs SRE
-7.5%
+30.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -5.5% |
| 7D | -24.3% | -2.1% | -22.2% | -24.4% |
| 30D | -54.2% | +6.1% | -60.3% | -54.5% |
| 3M | -45.4% | -3.5% | -41.9% | -45.2% |
| 6M | -66.5% | -10.8% | -55.7% | -64.7% |
| YTD | +14.9% | -4.0% | +18.9% | +15.5% |
| 1Y | +22.5% | -7.7% | +30.2% | +23.4% |
| All | +22.5% | -7.5% | +30.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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