+47.5%
KORU vs SW
-2.3%
+49.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.3% | +12.2% | +12.8% |
| 7D | +13.0% | -5.1% | +18.1% | +16.1% |
| 30D | +27.3% | -4.6% | +31.9% | +30.8% |
| 3M | -55.3% | +9.4% | -64.7% | -56.7% |
| 6M | +11.6% | +3.5% | +8.1% | +12.0% |
| YTD | +158.5% | +22.0% | +136.5% | +144.3% |
| 1Y | +482.2% | +2.2% | +479.9% | +482.9% |
| 3Y | +471.9% | +19.6% | +452.3% | +439.1% |
| All | +47.5% | -2.3% | +49.8% | +32.6% |
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