-20.7%
KORU vs SAP
+237.3%
-258.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.8% |
| 7D | +11.1% | +0.6% | +10.5% | +10.7% |
| 30D | -40.6% | +6.5% | -47.1% | -45.7% |
| 3M | -63.9% | +12.2% | -76.1% | -69.5% |
| 6M | -82.8% | +46.1% | -128.9% | -91.0% |
| YTD | -15.4% | -1.6% | -13.8% | -31.0% |
| 1Y | -3.3% | -5.1% | +1.9% | -17.0% |
| 3Y | +136.2% | +68.4% | +67.8% | -6.9% |
| 5Y | -36.7% | +79.4% | -116.1% | -76.3% |
| All | -20.7% | +237.3% | -258.0% | -86.5% |
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