-55.3%
KORU vs SO
+245.8%
-301.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.5% | -4.0% |
| 7D | +24.3% | -0.9% | +25.3% | +25.2% |
| 30D | -44.8% | +4.9% | -49.8% | -47.4% |
| 3M | -60.0% | +0.8% | -60.8% | -60.9% |
| 6M | -78.7% | +0.6% | -79.2% | -80.0% |
| YTD | -10.6% | +8.7% | -19.2% | -21.0% |
| 1Y | -3.8% | +4.0% | -7.7% | -12.2% |
| 3Y | +142.0% | +50.6% | +91.4% | +53.4% |
| 5Y | -33.1% | +77.5% | -110.6% | -63.7% |
| 10Y | -18.5% | +192.0% | -210.4% | -67.8% |
| All | -55.3% | +245.8% | -301.0% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling