-42.5%
KORU vs SW
+350.0%
-392.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.3% | -6.9% |
| 7D | -24.3% | +12.1% | -36.4% | -28.0% |
| 30D | -54.2% | +6.6% | -60.8% | -55.8% |
| 3M | -45.4% | -6.0% | -39.4% | -44.4% |
| 6M | -66.5% | +21.5% | -87.9% | -68.5% |
| YTD | +14.9% | +20.3% | -5.4% | +9.4% |
| 1Y | +22.5% | +28.1% | -5.6% | +14.1% |
| 3Y | +217.0% | +51.6% | +165.4% | +178.9% |
| 5Y | -13.7% | -0.1% | -13.6% | -19.0% |
| 10Y | -5.6% | +189.7% | -195.3% | -41.1% |
| All | -42.5% | +350.0% | -392.5% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling