+40.5%
KORU vs SN
+671.7%
-631.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.4% |
| 7D | -34.5% | +7.6% | -42.1% | -37.1% |
| 30D | -59.6% | +22.4% | -82.1% | -64.6% |
| 3M | -56.1% | +21.7% | -77.7% | -61.8% |
| 6M | -84.7% | +102.8% | -187.5% | -90.3% |
| YTD | -20.6% | +102.4% | -123.0% | -47.5% |
| 1Y | -13.9% | +139.0% | -152.9% | -47.2% |
| 3Y | +114.9% | +440.4% | -325.5% | -4.9% |
| All | +40.5% | +671.7% | -631.1% | -39.2% |
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