+22.5%
KORU vs SO
+3.3%
+19.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -6.4% |
| 7D | -24.3% | +1.7% | -26.1% | -21.6% |
| 30D | -54.2% | +11.1% | -65.3% | -45.1% |
| 3M | -45.4% | +0.7% | -46.1% | -43.7% |
| 6M | -66.5% | -1.4% | -65.1% | -63.9% |
| YTD | +14.9% | +9.4% | +5.5% | +23.0% |
| 1Y | +22.5% | +3.7% | +18.8% | +33.2% |
| All | +22.5% | +3.3% | +19.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling