+371.6%
KORU vs SN
+476.8%
-105.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +3.7% |
| 7D | +20.1% | -3.4% | +23.5% | +22.6% |
| 30D | +47.5% | -9.1% | +56.5% | +56.5% |
| 3M | -30.1% | +31.8% | -61.8% | -41.5% |
| 6M | +20.1% | +52.0% | -31.9% | -4.8% |
| YTD | +166.6% | +51.3% | +115.3% | +114.9% |
| 1Y | +458.9% | +46.9% | +412.1% | +353.5% |
| 3Y | +531.8% | +394.9% | +136.8% | +229.0% |
| All | +371.6% | +476.8% | -105.1% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling