+3,781.0%
SHOP vs KORU
-21.4%
+3,802.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.3% |
| 7D | -1.2% | +11.1% | -12.4% | -3.8% |
| 30D | -14.7% | -40.6% | +25.9% | -8.5% |
| 3M | -7.2% | -63.9% | +56.7% | +6.2% |
| 6M | +54.2% | -82.8% | +137.0% | +72.1% |
| YTD | -8.6% | -15.4% | +6.8% | -46.8% |
| 1Y | +0.5% | -3.3% | +3.8% | -44.4% |
| 3Y | +135.9% | +136.2% | -0.2% | -12.7% |
| 5Y | -11.9% | -36.7% | +24.8% | -55.6% |
| All | +3,781.0% | -21.4% | +3,802.4% | +1,363.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling