-41.5%
KORU vs SWKS
+33.1%
-74.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +4.6% |
| 7D | -35.0% | -6.2% | -28.8% | -30.0% |
| 30D | -65.5% | -1.5% | -64.0% | -64.6% |
| 3M | -58.9% | +23.0% | -81.9% | -66.8% |
| 6M | -83.5% | +27.6% | -111.1% | -85.9% |
| YTD | -23.9% | +32.3% | -56.2% | -39.6% |
| 1Y | -12.4% | +20.1% | -32.6% | -23.5% |
| 3Y | +82.1% | +0.6% | +81.4% | +70.3% |
| 5Y | -42.6% | -42.3% | -0.3% | -3.1% |
| All | -41.5% | +33.1% | -74.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling