+22.5%
KORU vs SNAP
-22.3%
+44.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.9% | -11.2% | -8.9% |
| 7D | -24.3% | -0.7% | -23.6% | -23.8% |
| 30D | -54.2% | +5.5% | -59.7% | -56.2% |
| 3M | -45.4% | +2.2% | -47.7% | -47.8% |
| 6M | -66.5% | -4.1% | -62.4% | -64.8% |
| YTD | +14.9% | -26.6% | +41.5% | +21.1% |
| 1Y | +22.5% | -20.7% | +43.3% | +26.6% |
| All | +22.5% | -22.3% | +44.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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