+173.6%
KORU vs SNOW
+34.3%
+139.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.1% |
| 7D | -1.7% | -2.4% | +0.7% | -0.7% |
| 30D | +13.5% | -1.0% | +14.5% | +13.1% |
| 3M | -45.2% | +36.9% | -82.1% | -53.0% |
| 6M | +17.1% | +83.4% | -66.2% | -13.5% |
| YTD | +154.1% | +50.0% | +104.2% | +103.8% |
| 1Y | +375.7% | +46.5% | +329.1% | +285.5% |
| 3Y | +474.0% | +93.3% | +380.7% | +286.4% |
| 5Y | +60.4% | +3.3% | +57.1% | +21.0% |
| All | +173.6% | +34.3% | +139.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling