+375.7%
KORU vs SNAP
-19.8%
+395.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.9% | +6.1% | +7.0% |
| 7D | -1.7% | +3.8% | -5.5% | -4.6% |
| 30D | +13.5% | +9.2% | +4.3% | +4.9% |
| 3M | -45.2% | +6.6% | -51.8% | -48.6% |
| 6M | +17.1% | +16.9% | +0.3% | +6.1% |
| YTD | +154.1% | -29.6% | +183.8% | +207.1% |
| 1Y | +375.7% | -22.1% | +397.8% | +463.8% |
| All | +375.7% | -19.8% | +395.4% | +463.8% |
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