+27.1%
KORU vs SNY
+43.9%
-16.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -3.3% | +1.6% | +1.1% |
| 30D | +13.5% | -2.2% | +15.7% | +15.2% |
| 3M | -45.2% | -3.0% | -42.2% | -46.0% |
| 6M | +17.1% | +2.7% | +14.4% | +7.8% |
| YTD | +154.1% | -6.8% | +161.0% | +157.1% |
| 1Y | +375.7% | -5.3% | +380.9% | +372.9% |
| 3Y | +474.0% | -9.8% | +483.8% | +457.9% |
| 5Y | +60.4% | +9.7% | +50.7% | +20.6% |
| 10Y | +82.6% | +64.5% | +18.1% | -2.1% |
| All | +27.1% | +43.9% | -16.8% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling