+149.7%
KORU vs SAP
+69.1%
+80.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +24.3% | -3.9% | +28.2% | +25.7% |
| 30D | -44.8% | +6.5% | -51.3% | -46.3% |
| 3M | -60.0% | +14.7% | -74.7% | -62.3% |
| 6M | -78.7% | +39.9% | -118.6% | -82.8% |
| YTD | -10.6% | -2.0% | -8.6% | -0.9% |
| 1Y | -3.8% | -6.0% | +2.2% | +12.5% |
| All | +149.7% | +69.1% | +80.6% | +30.0% |
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