+67.7%
KORU vs SAP
+55.3%
+12.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.4% |
| 7D | +20.1% | -0.3% | +20.4% | +20.1% |
| 30D | +47.5% | +0.3% | +47.2% | +46.3% |
| 3M | -30.1% | +16.9% | -47.0% | -44.8% |
| 6M | +20.1% | +6.3% | +13.8% | +6.0% |
| YTD | +166.6% | -12.4% | +179.0% | +178.7% |
| 1Y | +458.9% | -21.6% | +480.6% | +574.1% |
| 3Y | +531.8% | +54.8% | +477.0% | +194.7% |
| 5Y | +67.7% | +56.2% | +11.5% | -26.6% |
| All | +67.7% | +55.3% | +12.4% | -26.6% |
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 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