+67.9%
KORU vs BAH
+207.1%
-139.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.8% | -17.3% | -14.0% |
| 7D | +2.3% | +2.4% | -0.1% | +1.3% |
| 30D | +20.0% | -2.9% | +23.0% | +20.4% |
| 3M | -32.7% | -1.3% | -31.4% | -34.3% |
| 6M | +13.3% | -0.9% | +14.2% | +8.1% |
| YTD | +133.2% | -8.2% | +141.4% | +125.3% |
| 1Y | +357.3% | -24.0% | +381.2% | +380.8% |
| 3Y | +452.7% | -28.1% | +480.8% | +436.8% |
| 5Y | +47.2% | +2.5% | +44.7% | +4.2% |
| All | +67.9% | +207.1% | -139.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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