-33.1%
KORU vs SAP
+76.8%
-109.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +24.3% | -3.9% | +28.2% | +27.7% |
| 30D | -44.8% | +6.5% | -51.3% | -48.3% |
| 3M | -60.0% | +14.7% | -74.7% | -65.1% |
| 6M | -78.7% | +39.9% | -118.6% | -86.3% |
| YTD | -10.6% | -2.0% | -8.6% | -16.3% |
| 1Y | -3.8% | -6.0% | +2.2% | -4.4% |
| 3Y | +142.0% | +67.7% | +74.3% | +5.1% |
| 5Y | -33.1% | +78.8% | -111.9% | -74.9% |
| All | -33.1% | +76.8% | -109.9% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling