+74.8%
KORU vs SNAP
-77.2%
+152.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -4.0% | +17.5% | +14.7% |
| 7D | +13.0% | +0.7% | +12.3% | +12.7% |
| 30D | +27.3% | +2.6% | +24.7% | +25.6% |
| 3M | -55.3% | -9.9% | -45.4% | -53.7% |
| 6M | +11.6% | +1.9% | +9.7% | +12.6% |
| YTD | +158.5% | -32.2% | +190.8% | +192.1% |
| 1Y | +482.2% | -22.8% | +505.0% | +534.0% |
| 3Y | +471.9% | -47.6% | +519.5% | +545.4% |
| 5Y | +41.1% | -92.7% | +133.9% | +125.0% |
| All | +74.8% | -77.2% | +152.0% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling