-27.8%
KORU vs BABA
+11.0%
-38.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.7% | -4.4% |
| 7D | -34.5% | +2.4% | -36.9% | -36.8% |
| 30D | -59.6% | -7.8% | -51.8% | -57.8% |
| 3M | -56.1% | -22.4% | -33.7% | -48.7% |
| 6M | -84.7% | -26.0% | -58.7% | -81.3% |
| YTD | -20.6% | -29.3% | +8.7% | +3.4% |
| 1Y | -13.9% | -37.5% | +23.6% | +21.8% |
| 3Y | +114.9% | +31.9% | +82.9% | +62.0% |
| 5Y | -36.0% | -33.4% | -2.6% | -24.8% |
| 10Y | -27.8% | +15.7% | -43.5% | -34.3% |
| All | -27.8% | +11.0% | -38.8% | -34.3% |
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