+136.2%
KORU vs SWKS
+11.3%
+124.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +11.1% | +9.4% | +1.7% | +3.2% |
| 30D | -40.6% | +17.0% | -57.6% | -47.2% |
| 3M | -63.9% | +28.9% | -92.8% | -71.0% |
| 6M | -82.8% | +33.1% | -116.0% | -85.5% |
| YTD | -15.4% | +44.8% | -60.2% | -33.4% |
| 1Y | -3.3% | +36.2% | -39.5% | -20.1% |
| 3Y | +136.2% | +11.5% | +124.7% | +65.3% |
| All | +136.2% | +11.3% | +124.9% | +65.3% |
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