-42.8%
KORU vs SNAP
-78.1%
+35.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.7% |
| 7D | +11.1% | +6.0% | +5.1% | +9.4% |
| 30D | -40.6% | -13.8% | -26.8% | -36.3% |
| 3M | -63.9% | -0.8% | -63.1% | -63.2% |
| 6M | -82.8% | -6.2% | -76.6% | -82.2% |
| YTD | -15.4% | -34.8% | +19.4% | -1.4% |
| 1Y | -3.3% | -38.7% | +35.4% | +14.8% |
| 3Y | +136.2% | -53.5% | +189.6% | +181.4% |
| 5Y | -36.7% | -90.2% | +53.5% | -2.9% |
| All | -42.8% | -78.1% | +35.3% | -43.5% |
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