+502.1%
KORU vs SNPS
-14.5%
+516.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +20.1% | -5.5% | +25.6% | +24.2% |
| 30D | +47.5% | -4.5% | +52.0% | +51.3% |
| 3M | -30.1% | -15.5% | -14.6% | -21.4% |
| 6M | +20.1% | -10.1% | +30.2% | +36.2% |
| YTD | +166.6% | -16.3% | +182.9% | +213.5% |
| 1Y | +458.9% | -34.9% | +493.9% | +598.3% |
| All | +502.1% | -14.5% | +516.6% | +442.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling