+29.3%
KORU vs SW
+356.3%
-327.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.3% | +12.2% | +12.9% |
| 7D | +13.0% | -5.1% | +18.1% | +15.5% |
| 30D | +27.3% | -4.6% | +31.9% | +30.1% |
| 3M | -55.3% | +9.4% | -64.7% | -56.4% |
| 6M | +11.6% | +3.5% | +8.1% | +12.8% |
| YTD | +158.5% | +22.0% | +136.5% | +147.4% |
| 1Y | +482.2% | +2.2% | +479.9% | +486.8% |
| 3Y | +471.9% | +19.6% | +452.3% | +442.9% |
| 5Y | +41.1% | -2.3% | +43.5% | +34.0% |
| 10Y | +80.2% | +181.4% | -101.2% | +14.2% |
| All | +29.3% | +356.3% | -327.0% | -23.8% |
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 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