+493.2%
KORU vs SAP
+58.0%
+435.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.3% |
| 7D | +24.3% | -0.3% | +24.6% | +24.3% |
| 30D | +37.3% | +2.6% | +34.7% | +35.6% |
| 3M | -32.8% | +16.3% | -49.0% | -38.4% |
| 6M | +36.9% | +6.4% | +30.5% | +37.3% |
| YTD | +162.6% | -11.4% | +174.0% | +201.9% |
| 1Y | +467.0% | -20.4% | +487.4% | +639.9% |
| All | +493.2% | +58.0% | +435.2% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling