+375.7%
KORU vs SARO
-10.7%
+386.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.3% | +6.9% |
| 7D | -1.7% | -3.1% | +1.4% | +2.6% |
| 30D | +13.5% | -12.2% | +25.8% | +33.7% |
| 3M | -45.2% | -7.4% | -37.8% | -38.4% |
| 6M | +17.1% | -15.3% | +32.4% | +45.2% |
| YTD | +154.1% | -16.2% | +170.3% | +223.8% |
| 1Y | +375.7% | -12.1% | +387.8% | +470.1% |
| All | +375.7% | -10.7% | +386.3% | +470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling