+67.7%
KORU vs SAN
+384.1%
-316.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +3.0% |
| 7D | +20.1% | -0.5% | +20.6% | +20.6% |
| 30D | +47.5% | -0.1% | +47.5% | +48.2% |
| 3M | -30.1% | +19.6% | -49.7% | -41.7% |
| 6M | +20.1% | +32.7% | -12.6% | -2.8% |
| YTD | +166.6% | +26.7% | +139.9% | +129.2% |
| 1Y | +458.9% | +51.6% | +407.3% | +298.9% |
| 3Y | +531.8% | +348.7% | +183.0% | +53.0% |
| 5Y | +67.7% | +378.7% | -311.1% | -66.1% |
| All | +67.7% | +384.1% | -316.4% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling