+96.7%
BAC vs KORU
+122.4%
-25.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +0.5% |
| 7D | +2.1% | -34.5% | +36.6% | +3.3% |
| 30D | -6.7% | -59.6% | +52.9% | -4.1% |
| 3M | -20.2% | -56.1% | +35.8% | -18.7% |
| 6M | -0.2% | -84.7% | +84.5% | +2.2% |
| YTD | -6.4% | -20.6% | +14.2% | -19.2% |
| 1Y | -3.1% | -13.9% | +10.8% | -17.3% |
| 3Y | +96.7% | +114.9% | -18.1% | +39.6% |
| All | +96.7% | +122.4% | -25.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling