-20.7%
KORU vs SBAC
+114.8%
-135.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.3% |
| 7D | +11.1% | +0.6% | +10.5% | +10.6% |
| 30D | -40.6% | +5.5% | -46.1% | -43.2% |
| 3M | -63.9% | +3.1% | -67.0% | -65.0% |
| 6M | -82.8% | -7.0% | -75.8% | -83.2% |
| YTD | -15.4% | +0.5% | -15.9% | -23.9% |
| 1Y | -3.3% | +0.2% | -3.5% | -12.9% |
| 3Y | +136.2% | -7.4% | +143.5% | +116.1% |
| 5Y | -36.7% | -39.7% | +3.0% | -15.7% |
| All | -20.7% | +114.8% | -135.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling