-35.4%
KORU vs SW
-2.3%
-33.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.2% | +11.1% | +11.2% |
| 7D | -25.8% | +1.8% | -27.7% | -26.3% |
| 30D | -56.9% | +7.0% | -63.9% | -58.7% |
| 3M | -55.7% | -7.6% | -48.1% | -54.1% |
| 6M | -83.7% | +8.5% | -92.2% | -84.2% |
| YTD | -15.3% | +17.7% | -33.0% | -19.3% |
| 1Y | +3.4% | +27.1% | -23.7% | -4.5% |
| 3Y | +133.8% | +48.2% | +85.6% | +107.4% |
| 5Y | -35.4% | -2.3% | -33.0% | -43.1% |
| All | -35.4% | -2.3% | -33.0% | -43.1% |
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 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