+474.0%
KORU vs SNOW
+97.9%
+376.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -52.6% |
| 6M | +17.1% | +83.4% | -66.2% | -11.4% |
| YTD | +154.1% | +50.0% | +104.2% | +109.1% |
| 1Y | +375.7% | +46.5% | +329.1% | +297.1% |
| 3Y | +474.0% | +93.3% | +380.7% | +315.0% |
| All | +474.0% | +97.9% | +376.2% | +315.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling