-33.1%
KORU vs SW
-1.7%
-31.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.0% |
| 7D | +24.3% | -3.0% | +27.3% | +26.1% |
| 30D | -44.8% | +4.2% | -49.0% | -46.4% |
| 3M | -60.0% | -11.5% | -48.5% | -57.8% |
| 6M | -78.7% | +8.6% | -87.3% | -79.3% |
| YTD | -10.6% | +15.0% | -25.5% | -13.8% |
| 1Y | -3.8% | +25.7% | -29.5% | -10.5% |
| 3Y | +142.0% | +44.8% | +97.2% | +117.4% |
| 5Y | -33.1% | -1.7% | -31.3% | -39.8% |
| All | -33.1% | -1.7% | -31.3% | -39.8% |
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