+67.7%
KORU vs SNAP
-92.8%
+160.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.3% |
| 7D | +20.1% | -5.0% | +25.1% | +22.0% |
| 30D | +47.5% | -0.7% | +48.2% | +46.9% |
| 3M | -30.1% | -5.0% | -25.1% | -29.4% |
| 6M | +20.1% | +3.5% | +16.6% | +20.6% |
| YTD | +166.6% | -34.2% | +200.8% | +207.4% |
| 1Y | +458.9% | -27.1% | +486.0% | +524.3% |
| 3Y | +531.8% | -43.5% | +575.2% | +600.8% |
| 5Y | +67.7% | -92.9% | +160.6% | +166.2% |
| All | +67.7% | -92.8% | +160.5% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling