+135.9%
SHOP vs KORU
+138.6%
-2.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.8% |
| 7D | -1.2% | +11.1% | -12.4% | -2.5% |
| 30D | -14.7% | -40.6% | +25.9% | -11.5% |
| 3M | -7.2% | -63.9% | +56.7% | -0.4% |
| 6M | +54.2% | -82.8% | +137.0% | +64.9% |
| YTD | -8.6% | -15.4% | +6.8% | -42.2% |
| 1Y | +0.5% | -3.3% | +3.8% | -39.5% |
| 3Y | +135.9% | +136.2% | -0.2% | -3.9% |
| All | +135.9% | +138.6% | -2.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling