+82.9%
KORU vs SAN
+357.1%
-274.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +6.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +13.5% | +0.9% | +12.6% | +12.8% |
| 3M | -45.2% | +19.1% | -64.3% | -54.0% |
| 6M | +17.1% | +33.2% | -16.1% | -3.5% |
| YTD | +154.1% | +29.1% | +125.0% | +118.5% |
| 1Y | +375.7% | +50.2% | +325.4% | +248.9% |
| 3Y | +474.0% | +351.0% | +123.0% | +35.4% |
| 5Y | +60.4% | +394.7% | -334.3% | -66.4% |
| All | +82.9% | +357.1% | -274.1% | -53.1% |
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