-45.8%
KORU vs SW
-1.6%
-44.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -1.5% | -35.9% | -36.7% |
| 7D | -48.7% | +4.7% | -53.4% | -49.8% |
| 30D | -68.9% | +5.0% | -73.9% | -69.9% |
| 3M | -64.6% | -7.3% | -57.3% | -63.3% |
| 6M | -82.2% | +15.0% | -97.1% | -83.1% |
| YTD | -28.1% | +18.5% | -46.6% | -31.7% |
| 1Y | -25.1% | +27.1% | -52.3% | -30.9% |
| 3Y | +98.5% | +49.3% | +49.2% | +75.5% |
| 5Y | -45.8% | -1.6% | -44.2% | -52.6% |
| All | -45.8% | -1.6% | -44.2% | -52.6% |
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