+136.2%
KORU vs SO
+52.7%
+83.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -4.7% |
| 7D | +11.1% | +1.4% | +9.8% | +11.9% |
| 30D | -40.6% | +4.7% | -45.3% | -38.6% |
| 3M | -63.9% | +1.7% | -65.6% | -63.1% |
| 6M | -82.8% | +2.2% | -85.0% | -82.4% |
| YTD | -15.4% | +10.0% | -25.4% | -13.5% |
| 1Y | -3.3% | +6.0% | -9.3% | -0.8% |
| 3Y | +136.2% | +54.1% | +82.0% | +87.7% |
| All | +136.2% | +52.7% | +83.4% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling