-16.2%
KORU vs BA
+24.8%
-41.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -3.4% |
| 7D | +24.3% | -0.6% | +24.9% | +25.1% |
| 30D | -44.8% | -8.0% | -36.8% | -41.0% |
| 3M | -60.0% | -25.8% | -34.2% | -48.0% |
| 6M | -78.7% | -27.6% | -51.1% | -70.8% |
| YTD | -10.6% | -21.0% | +10.4% | +19.3% |
| 1Y | -3.8% | -12.3% | +8.5% | +17.0% |
| 3Y | +142.0% | -12.8% | +154.7% | +182.1% |
| 5Y | -33.1% | -22.4% | -10.7% | -14.5% |
| All | -16.2% | +24.8% | -41.0% | -16.9% |
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