+515.7%
KORU vs SWK
+18.2%
+497.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.9% | +12.5% | +12.5% |
| 7D | +13.0% | -0.4% | +13.4% | +13.8% |
| 30D | +27.3% | -5.7% | +33.0% | +36.0% |
| 3M | -55.3% | +24.1% | -79.4% | -61.6% |
| 6M | +11.6% | +24.7% | -13.1% | -2.4% |
| YTD | +158.5% | +33.9% | +124.6% | +116.6% |
| 1Y | +482.2% | +34.7% | +447.5% | +382.0% |
| All | +515.7% | +18.2% | +497.5% | +495.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling