+96.4%
SHOP vs KORU
+507.1%
-410.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.6% |
| 7D | -10.6% | +20.1% | -30.7% | -12.7% |
| 30D | -18.3% | +47.5% | -65.8% | -22.8% |
| 3M | +14.8% | -30.1% | +44.9% | +11.1% |
| 6M | -5.0% | +20.1% | -25.2% | -27.8% |
| YTD | -21.2% | +166.6% | -187.8% | -56.1% |
| 1Y | -11.6% | +458.9% | -470.5% | -62.2% |
| All | +96.4% | +507.1% | -410.7% | -30.6% |
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 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