+162.6%
KORU vs SNAP
-52.9%
+215.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +6.8% | +11.6% | +15.0% |
| 7D | -18.1% | -9.8% | -8.3% | -10.9% |
| 30D | -45.7% | -18.2% | -27.5% | -38.2% |
| 3M | -51.6% | -3.1% | -48.5% | -50.1% |
| 6M | -82.6% | -7.1% | -75.5% | -81.5% |
| YTD | -5.9% | -33.8% | +27.9% | +13.7% |
| 1Y | +3.3% | -39.0% | +42.3% | +28.9% |
| All | +162.6% | -52.9% | +215.5% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling