+426.7%
KORU vs SRE
+29.3%
+397.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.2% | -11.3% | -11.9% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | +20.0% | -1.7% | +21.7% | +20.3% |
| 3M | -32.7% | -7.1% | -25.7% | -30.6% |
| 6M | +13.3% | -8.4% | +21.7% | +16.5% |
| YTD | +133.2% | -3.5% | +136.7% | +133.8% |
| 1Y | +357.3% | +5.4% | +351.9% | +333.8% |
| All | +426.7% | +29.3% | +397.5% | +272.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling