+67.7%
KORU vs SO
+57.7%
+10.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +20.1% | 0.0% | +20.1% | +20.1% |
| 30D | +47.5% | -2.5% | +50.0% | +48.2% |
| 3M | -30.1% | -4.2% | -25.9% | -30.5% |
| 6M | +20.1% | -7.7% | +27.8% | +20.6% |
| YTD | +166.6% | +3.8% | +162.8% | +153.6% |
| 1Y | +458.9% | +0.1% | +458.9% | +435.5% |
| 3Y | +531.8% | +44.2% | +487.6% | +354.2% |
| 5Y | +67.7% | +57.9% | +9.8% | +6.5% |
| All | +67.7% | +57.7% | +10.0% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling