-20.7%
KORU vs SNPS
+635.4%
-656.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -3.8% |
| 7D | +11.1% | +1.1% | +10.1% | +10.5% |
| 30D | -40.6% | -5.2% | -35.5% | -34.4% |
| 3M | -63.9% | +10.6% | -74.4% | -66.3% |
| 6M | -82.8% | -10.6% | -72.2% | -79.6% |
| YTD | -15.4% | -3.1% | -12.3% | -5.2% |
| 1Y | -3.3% | +15.6% | -18.8% | -8.2% |
| 3Y | +136.2% | -12.9% | +149.1% | +127.7% |
| 5Y | -36.7% | +31.2% | -67.9% | -63.2% |
| All | -20.7% | +635.4% | -656.1% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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