+91.6%
KORU vs B
+200.3%
-108.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.8% |
| 7D | +20.1% | +1.0% | +19.1% | +19.0% |
| 30D | +47.5% | +9.5% | +38.0% | +39.4% |
| 3M | -30.1% | +14.3% | -44.4% | -33.6% |
| 6M | +20.1% | -1.9% | +22.0% | +32.2% |
| YTD | +166.6% | +4.1% | +162.5% | +191.0% |
| 1Y | +458.9% | +56.1% | +402.8% | +394.8% |
| 3Y | +531.8% | +202.0% | +329.8% | +309.2% |
| 5Y | +67.7% | +158.8% | -91.1% | +14.7% |
| 10Y | +91.6% | +211.9% | -120.3% | +15.6% |
| All | +91.6% | +200.3% | -108.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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