+57.6%
KORU vs SNAP
-77.0%
+134.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.0% | -16.5% | -13.8% |
| 7D | +2.3% | -3.2% | +5.5% | +2.9% |
| 30D | +20.0% | +0.2% | +19.8% | +19.0% |
| 3M | -32.7% | +2.6% | -35.3% | -33.9% |
| 6M | +13.3% | +12.4% | +0.9% | +10.7% |
| YTD | +133.2% | -31.6% | +164.8% | +162.1% |
| 1Y | +357.3% | -21.7% | +379.0% | +395.0% |
| 3Y | +452.7% | -41.2% | +493.9% | +503.6% |
| 5Y | +47.2% | -92.6% | +139.8% | +133.0% |
| All | +57.6% | -77.0% | +134.6% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling