-36.9%
KORU vs BAH
+6.1%
-43.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.2% | -5.4% |
| 7D | +11.1% | +1.7% | +9.4% | +11.4% |
| 30D | -40.6% | +20.8% | -61.4% | -39.4% |
| 3M | -63.9% | +11.6% | -75.5% | -63.2% |
| 6M | -82.8% | +23.1% | -105.9% | -82.2% |
| YTD | -15.4% | +5.3% | -20.7% | -11.9% |
| 1Y | -3.3% | +6.1% | -9.4% | +0.4% |
| 3Y | +136.2% | -27.5% | +163.7% | +157.3% |
| All | -36.9% | +6.1% | -43.0% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling