+82.1%
KORU vs SW
+39.0%
+43.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.8% | +6.5% |
| 7D | -35.0% | +2.3% | -37.3% | -35.8% |
| 30D | -65.5% | +6.8% | -72.3% | -67.5% |
| 3M | -58.9% | -5.2% | -53.7% | -57.6% |
| 6M | -83.5% | +7.4% | -91.0% | -84.3% |
| YTD | -23.9% | +17.4% | -41.3% | -29.6% |
| 1Y | -12.4% | +27.1% | -39.5% | -22.6% |
| 3Y | +82.1% | +47.9% | +34.2% | +65.3% |
| All | +82.1% | +39.0% | +43.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling