-20.7%
KORU vs SAN
+270.1%
-290.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -6.2% |
| 7D | +11.1% | +4.0% | +7.1% | +6.4% |
| 30D | -40.6% | -7.8% | -32.8% | -35.8% |
| 3M | -63.9% | -16.4% | -47.5% | -55.7% |
| 6M | -82.8% | +3.5% | -86.3% | -82.5% |
| YTD | -15.4% | +6.7% | -22.1% | -10.0% |
| 1Y | -3.3% | +14.5% | -17.8% | -4.8% |
| 3Y | +136.2% | +243.5% | -107.4% | -25.1% |
| 5Y | -36.7% | +296.2% | -332.9% | -82.9% |
| All | -20.7% | +270.1% | -290.9% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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