+56.9%
KORU vs SNY
+9.4%
+47.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -3.3% | +1.6% | -0.3% |
| 30D | +13.5% | -2.2% | +15.7% | +14.4% |
| 3M | -45.2% | -3.0% | -42.2% | -45.6% |
| 6M | +17.1% | +2.7% | +14.4% | +11.2% |
| YTD | +154.1% | -6.8% | +161.0% | +156.9% |
| 1Y | +375.7% | -5.3% | +380.9% | +376.6% |
| 3Y | +474.0% | -9.8% | +483.8% | +483.4% |
| All | +56.9% | +9.4% | +47.5% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling