+7.9%
KORU vs BABA
+29.8%
-21.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.3% | +12.2% | +12.5% |
| 7D | +13.0% | -4.8% | +17.8% | +17.1% |
| 30D | +27.3% | -11.9% | +39.2% | +37.1% |
| 3M | -55.3% | -9.3% | -46.0% | -52.7% |
| 6M | +11.6% | -14.2% | +25.9% | +27.8% |
| YTD | +158.5% | -22.0% | +180.6% | +217.9% |
| 1Y | +482.2% | -12.7% | +494.9% | +552.7% |
| 3Y | +471.9% | +26.7% | +445.2% | +352.3% |
| 5Y | +41.1% | -29.3% | +70.5% | +55.3% |
| 10Y | +80.2% | +21.2% | +58.9% | +40.4% |
| All | +7.9% | +29.8% | -21.9% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling