+502.1%
KORU vs BAH
-31.4%
+533.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +20.1% | -1.3% | +21.4% | +19.8% |
| 30D | +47.5% | -6.6% | +54.1% | +45.8% |
| 3M | -30.1% | -7.2% | -22.9% | -27.6% |
| 6M | +20.1% | -10.0% | +30.1% | +24.8% |
| YTD | +166.6% | -12.5% | +179.0% | +175.7% |
| 1Y | +458.9% | -27.9% | +486.8% | +497.4% |
| All | +502.1% | -31.4% | +533.5% | +489.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling