+29.3%
KORU vs SAP
+248.1%
-218.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +14.4% |
| 7D | +13.0% | -2.9% | +15.9% | +16.6% |
| 30D | +27.3% | +9.0% | +18.3% | +14.9% |
| 3M | -55.3% | +14.9% | -70.2% | -67.0% |
| 6M | +11.6% | +11.9% | -0.3% | -16.5% |
| YTD | +158.5% | -9.9% | +168.4% | +138.5% |
| 1Y | +482.2% | -19.5% | +501.7% | +518.6% |
| 3Y | +471.9% | +61.8% | +410.1% | +147.0% |
| 5Y | +41.1% | +56.2% | -15.0% | -33.4% |
| 10Y | +80.2% | +180.6% | -100.4% | -56.2% |
| All | +29.3% | +248.1% | -218.8% | -73.7% |
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 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