-36.9%
KORU vs SW
-3.3%
-33.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.5% |
| 7D | +11.1% | -3.9% | +15.1% | +13.4% |
| 30D | -40.6% | +3.9% | -44.5% | -42.3% |
| 3M | -63.9% | -14.6% | -49.3% | -61.2% |
| 6M | -82.8% | +6.9% | -89.7% | -83.2% |
| YTD | -15.4% | +12.8% | -28.2% | -17.6% |
| 1Y | -3.3% | +24.3% | -27.6% | -9.4% |
| 3Y | +136.2% | +38.7% | +97.5% | +115.8% |
| All | -36.9% | -3.3% | -33.5% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling