+29.3%
KORU vs SAN
+273.5%
-244.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.8% | +14.2% | +14.3% |
| 7D | +13.0% | +1.8% | +11.2% | +10.9% |
| 30D | +27.3% | +2.0% | +25.3% | +25.1% |
| 3M | -55.3% | +19.7% | -75.0% | -61.2% |
| 6M | +11.6% | +30.6% | -19.0% | -5.0% |
| YTD | +158.5% | +28.8% | +129.7% | +124.7% |
| 1Y | +482.2% | +57.8% | +424.4% | +312.5% |
| 3Y | +471.9% | +338.1% | +133.8% | +46.7% |
| 5Y | +41.1% | +384.2% | -343.1% | -67.7% |
| 10Y | +80.2% | +353.1% | -273.0% | -53.7% |
| All | +29.3% | +273.5% | -244.2% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling