-20.7%
KORU vs SO
+197.2%
-217.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.2% |
| 7D | +11.1% | +1.4% | +9.8% | +10.3% |
| 30D | -40.6% | +4.7% | -45.3% | -43.1% |
| 3M | -63.9% | +1.7% | -65.6% | -64.8% |
| 6M | -82.8% | +2.2% | -85.0% | -84.0% |
| YTD | -15.4% | +10.0% | -25.4% | -25.7% |
| 1Y | -3.3% | +6.0% | -9.3% | -12.8% |
| 3Y | +136.2% | +54.1% | +82.0% | +46.6% |
| 5Y | -36.7% | +79.6% | -116.4% | -66.1% |
| All | -20.7% | +197.2% | -217.9% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling