+312.6%
KORU vs SN
+453.9%
-141.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.0% | -8.6% | -9.9% |
| 7D | +2.3% | -7.2% | +9.5% | +7.5% |
| 30D | +20.0% | -13.4% | +33.4% | +31.8% |
| 3M | -32.7% | +26.8% | -59.5% | -42.2% |
| 6M | +13.3% | +44.6% | -31.3% | -7.1% |
| YTD | +133.2% | +45.3% | +87.9% | +93.6% |
| 1Y | +357.3% | +40.1% | +317.2% | +283.1% |
| 3Y | +452.7% | +375.3% | +77.4% | +196.4% |
| All | +312.6% | +453.9% | -141.3% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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