+20.3%
SGOV vs KORU
+367.8%
-347.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | 0.0% |
| 7D | 0.0% | -1.7% | +1.8% | 0.0% |
| 30D | +0.3% | +13.5% | -13.2% | +0.3% |
| 3M | +0.9% | -45.2% | +46.1% | +0.9% |
| 6M | +1.8% | +17.1% | -15.3% | +1.9% |
| YTD | +2.5% | +154.1% | -151.6% | +2.6% |
| 1Y | +3.8% | +375.7% | -371.9% | +3.8% |
| 3Y | +14.4% | +474.0% | -459.6% | +14.4% |
| 5Y | +20.2% | +60.4% | -40.2% | +20.2% |
| All | +20.3% | +367.8% | -347.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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