+70.8%
KORU vs BABA
+17.5%
+53.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | +24.3% | -0.2% | +24.5% | +24.5% |
| 30D | +37.3% | -12.3% | +49.6% | +48.3% |
| 3M | -32.8% | -5.3% | -27.5% | -32.5% |
| 6M | +36.9% | -13.1% | +50.0% | +54.8% |
| YTD | +162.6% | -22.4% | +185.1% | +224.4% |
| 1Y | +467.0% | -19.5% | +486.5% | +575.5% |
| 3Y | +522.4% | +32.9% | +489.4% | +373.3% |
| 5Y | +57.9% | -29.9% | +87.7% | +79.5% |
| 10Y | +70.8% | +16.7% | +54.0% | +29.0% |
| All | +70.8% | +17.5% | +53.3% | +29.0% |
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