+474.0%
KORU vs SNY
-9.6%
+483.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -3.3% | +1.6% | -0.7% |
| 30D | +13.5% | -2.2% | +15.7% | +14.1% |
| 3M | -45.2% | -3.0% | -42.2% | -45.5% |
| 6M | +17.1% | +2.7% | +14.4% | +11.8% |
| YTD | +154.1% | -6.8% | +161.0% | +156.8% |
| 1Y | +375.7% | -5.3% | +380.9% | +377.3% |
| 3Y | +474.0% | -9.8% | +483.8% | +488.2% |
| All | +474.0% | -9.6% | +483.6% | +488.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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