+609.9%
KORU vs SARO
-22.5%
+632.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.3% | +7.4% |
| 7D | -1.7% | -3.1% | +1.4% | +1.6% |
| 30D | +13.5% | -12.2% | +25.8% | +28.6% |
| 3M | -45.2% | -7.4% | -37.8% | -39.8% |
| 6M | +17.1% | -15.3% | +32.4% | +39.4% |
| YTD | +154.1% | -16.2% | +170.3% | +209.4% |
| 1Y | +375.7% | -12.1% | +387.8% | +459.2% |
| All | +609.9% | -22.5% | +632.4% | +640.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling