+91.6%
KORU vs BA
+70.0%
+21.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +3.3% |
| 7D | +20.1% | -1.2% | +21.3% | +21.4% |
| 30D | +47.5% | -11.3% | +58.8% | +64.0% |
| 3M | -30.1% | -3.8% | -26.3% | -25.4% |
| 6M | +20.1% | -8.3% | +28.4% | +39.9% |
| YTD | +166.6% | -4.9% | +171.5% | +202.6% |
| 1Y | +458.9% | -10.1% | +469.0% | +560.0% |
| 3Y | +531.8% | -2.3% | +534.1% | +567.5% |
| 5Y | +67.7% | -3.5% | +71.2% | +76.6% |
| 10Y | +91.6% | +74.6% | +17.0% | +21.9% |
| All | +91.6% | +70.0% | +21.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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