-57.7%
KORU vs SAP
+280.1%
-337.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.8% |
| 3M | -63.9% | +12.2% | -76.1% | -69.6% |
| 6M | -82.8% | +46.1% | -128.9% | -91.1% |
| YTD | -15.4% | -1.6% | -13.8% | -32.1% |
| 1Y | -3.3% | -5.1% | +1.9% | -18.4% |
| 3Y | +136.2% | +68.4% | +67.8% | -5.5% |
| 5Y | -36.7% | +79.4% | -116.1% | -75.7% |
| 10Y | -22.9% | +230.5% | -253.3% | -85.2% |
| All | -57.7% | +280.1% | -337.8% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling