+136.4%
BAC vs KORU
+521.6%
-385.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.5% |
| 7D | +1.2% | +24.3% | -23.1% | +0.3% |
| 30D | -0.7% | +37.3% | -38.1% | -2.3% |
| 3M | +16.9% | -32.8% | +49.7% | +15.8% |
| 6M | +29.6% | +36.9% | -7.3% | +16.6% |
| YTD | +15.3% | +162.6% | -147.4% | -4.7% |
| 1Y | +28.8% | +467.0% | -438.2% | -3.5% |
| 3Y | +136.4% | +522.4% | -386.0% | +63.3% |
| All | +136.4% | +521.6% | -385.2% | +63.3% |
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