-27.3%
KORU vs BA
+31.3%
-58.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.6% | +11.9% | +11.8% |
| 7D | -25.8% | -1.7% | -24.1% | -23.9% |
| 30D | -56.9% | -9.5% | -47.5% | -53.3% |
| 3M | -55.7% | -26.5% | -29.2% | -42.0% |
| 6M | -83.7% | -27.4% | -56.3% | -77.7% |
| YTD | -15.3% | -20.6% | +5.3% | +12.4% |
| 1Y | +3.4% | -11.4% | +14.8% | +24.6% |
| 3Y | +133.8% | -10.8% | +144.6% | +167.1% |
| 5Y | -35.4% | -21.9% | -13.4% | -17.9% |
| 10Y | -27.3% | +28.1% | -55.4% | -19.5% |
| All | -27.3% | +31.3% | -58.6% | -19.5% |
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