-27.8%
KORU vs SW
+184.4%
-212.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.4% |
| 7D | -34.5% | +2.2% | -36.7% | -35.0% |
| 30D | -59.6% | +7.4% | -67.0% | -61.1% |
| 3M | -56.1% | -5.9% | -50.1% | -55.1% |
| 6M | -84.7% | +9.0% | -93.7% | -85.1% |
| YTD | -20.6% | +18.1% | -38.7% | -23.8% |
| 1Y | -13.9% | +28.7% | -42.6% | -20.0% |
| 3Y | +114.9% | +48.8% | +66.1% | +89.3% |
| 5Y | -36.0% | +2.5% | -38.4% | -40.5% |
| 10Y | -27.8% | +184.4% | -212.2% | -56.3% |
| All | -27.8% | +184.4% | -212.2% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling