+233.0%
BAC vs KORU
-13.5%
+246.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.4% | -18.5% | -2.4% |
| 7D | -1.9% | -18.1% | +16.3% | -0.8% |
| 30D | -7.2% | -45.7% | +38.6% | -2.0% |
| 3M | -20.4% | -51.6% | +31.2% | -16.9% |
| 6M | +1.3% | -82.6% | +83.9% | +8.1% |
| YTD | -6.4% | -5.9% | -0.5% | -33.3% |
| 1Y | -3.5% | +3.3% | -6.8% | -33.0% |
| 3Y | +96.7% | +154.5% | -57.8% | +1.3% |
| 5Y | +20.6% | -26.6% | +47.2% | -25.3% |
| 10Y | +233.0% | -14.3% | +247.3% | +65.0% |
| All | +233.0% | -13.5% | +246.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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