-3.3%
KORU vs SW
+24.2%
-27.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.5% |
| 7D | +11.1% | -2.9% | +14.1% | +14.5% |
| 30D | -40.6% | +5.0% | -45.6% | -44.9% |
| 3M | -63.9% | -13.7% | -50.2% | -58.1% |
| 6M | -82.8% | +8.0% | -90.8% | -84.6% |
| YTD | -15.4% | +14.0% | -29.4% | -21.8% |
| 1Y | -3.3% | +25.6% | -28.9% | -14.1% |
| All | -3.3% | +24.2% | -27.4% | -14.1% |
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