+82.9%
KORU vs SAP
+176.2%
-93.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.8% |
| 7D | -1.7% | -4.1% | +2.4% | +2.8% |
| 30D | +13.5% | +1.1% | +12.5% | +11.9% |
| 3M | -45.2% | +26.1% | -71.3% | -63.8% |
| 6M | +17.1% | +9.8% | +7.3% | -9.5% |
| YTD | +154.1% | -13.6% | +167.7% | +147.8% |
| 1Y | +375.7% | -18.7% | +394.4% | +403.2% |
| 3Y | +474.0% | +54.1% | +419.9% | +155.4% |
| 5Y | +60.4% | +54.7% | +5.7% | -26.4% |
| All | +82.9% | +176.2% | -93.2% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling