+515.7%
KORU vs SWKS
-20.0%
+535.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.5% | +9.9% | +10.3% |
| 7D | +13.0% | +12.5% | +0.5% | +2.0% |
| 30D | +27.3% | +10.5% | +16.8% | +16.7% |
| 3M | -55.3% | -7.4% | -47.9% | -48.6% |
| 6M | +11.6% | +32.7% | -21.1% | -3.1% |
| YTD | +158.5% | +19.2% | +139.4% | +139.5% |
| 1Y | +482.2% | +2.4% | +479.8% | +507.1% |
| All | +515.7% | -20.0% | +535.8% | +543.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling