+22.5%
KORU vs SW
+29.5%
-7.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.3% | -9.2% |
| 7D | -24.3% | +12.1% | -36.4% | -33.4% |
| 30D | -54.2% | +6.6% | -60.8% | -58.1% |
| 3M | -45.4% | -6.0% | -39.4% | -42.4% |
| 6M | -66.5% | +21.5% | -87.9% | -73.1% |
| YTD | +14.9% | +20.3% | -5.4% | -0.5% |
| 1Y | +22.5% | +28.1% | -5.6% | +3.8% |
| All | +22.5% | +29.5% | -7.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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