-3.3%
KORU vs SN
+141.7%
-145.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.3% | -8.6% |
| 7D | +11.1% | +1.5% | +9.6% | +9.4% |
| 30D | -40.6% | +21.5% | -62.1% | -53.2% |
| 3M | -63.9% | +20.0% | -83.9% | -71.8% |
| 6M | -82.8% | +119.9% | -202.7% | -94.6% |
| YTD | -15.4% | +102.3% | -117.7% | -68.3% |
| 1Y | -3.3% | +148.0% | -151.3% | -68.3% |
| All | -3.3% | +141.7% | -145.0% | -68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling