+522.4%
KORU vs SNAP
-43.9%
+566.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +24.3% | +1.5% | +22.8% | +23.1% |
| 30D | +37.3% | +1.9% | +35.5% | +34.8% |
| 3M | -32.8% | -3.9% | -28.9% | -32.3% |
| 6M | +36.9% | +5.2% | +31.7% | +35.8% |
| YTD | +162.6% | -32.7% | +195.3% | +207.3% |
| 1Y | +467.0% | -24.8% | +491.8% | +537.4% |
| 3Y | +522.4% | -42.2% | +564.5% | +460.4% |
| All | +522.4% | -43.9% | +566.3% | +460.4% |
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