+668.0%
BE vs KORU
-54.5%
+722.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.4% | +0.5% | -2.9% |
| 7D | +10.8% | +11.1% | -0.3% | +6.7% |
| 30D | -19.8% | -40.6% | +20.8% | -5.4% |
| 3M | -18.7% | -63.9% | +45.2% | +11.1% |
| 6M | -33.7% | -82.8% | +49.1% | -2.2% |
| YTD | +121.0% | -15.4% | +136.4% | +42.6% |
| 1Y | +85.4% | -3.3% | +88.7% | +12.6% |
| 3Y | +1,709.5% | +136.2% | +1,573.4% | +574.6% |
| 5Y | +462.2% | -36.7% | +498.9% | +214.5% |
| All | +668.0% | -54.5% | +722.5% | +238.4% |
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