-27.6%
KORU vs SWKS
+35.1%
-62.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.1% |
| 7D | -34.5% | -3.1% | -31.4% | -31.6% |
| 30D | -59.6% | +8.3% | -67.9% | -62.1% |
| 3M | -56.1% | +20.2% | -76.3% | -63.6% |
| 6M | -84.7% | +24.9% | -109.6% | -86.7% |
| YTD | -20.6% | +33.2% | -53.7% | -37.3% |
| 1Y | -13.9% | +23.6% | -37.5% | -26.7% |
| 3Y | +114.9% | +1.3% | +113.6% | +99.8% |
| 5Y | -36.0% | -40.6% | +4.6% | +5.1% |
| All | -27.6% | +35.1% | -62.7% | -29.5% |
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