-20.7%
KORU vs BABA
+8.5%
-29.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +11.1% | -13.8% | +24.9% | +23.3% |
| 30D | -40.6% | -15.1% | -25.5% | -34.2% |
| 3M | -63.9% | -22.7% | -41.2% | -57.6% |
| 6M | -82.8% | -34.7% | -48.1% | -77.1% |
| YTD | -15.4% | -35.0% | +19.6% | +16.9% |
| 1Y | -3.3% | -40.4% | +37.2% | +41.5% |
| 3Y | +136.2% | +21.9% | +114.2% | +88.2% |
| 5Y | -36.7% | -39.9% | +3.2% | -19.7% |
| All | -20.7% | +8.5% | -29.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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