+22.5%
KORU vs SAP
-5.6%
+28.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.2% | -9.5% | -2.9% |
| 7D | -24.3% | +1.3% | -25.6% | -23.6% |
| 30D | -54.2% | +15.5% | -69.8% | -50.3% |
| 3M | -45.4% | +22.8% | -68.2% | -38.5% |
| 6M | -66.5% | +42.5% | -108.9% | -55.7% |
| YTD | +14.9% | +0.5% | +14.4% | +66.4% |
| 1Y | +22.5% | -5.9% | +28.5% | +105.7% |
| All | +22.5% | -5.6% | +28.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling