+56.9%
KORU vs SRE
+45.6%
+11.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.8% | +9.5% |
| 7D | -1.7% | -0.8% | -0.9% | -1.1% |
| 30D | +13.5% | -3.0% | +16.5% | +14.7% |
| 3M | -45.2% | -8.3% | -36.9% | -42.5% |
| 6M | +17.1% | -8.9% | +26.0% | +21.5% |
| YTD | +154.1% | -4.3% | +158.4% | +155.5% |
| 1Y | +375.7% | +2.7% | +372.9% | +351.4% |
| 3Y | +474.0% | +28.7% | +445.4% | +310.3% |
| All | +56.9% | +45.6% | +11.4% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling