+29.3%
KORU vs BAH
+698.2%
-668.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.5% | +14.9% | +13.9% |
| 7D | +13.0% | -3.2% | +16.2% | +14.2% |
| 30D | +27.3% | +2.0% | +25.3% | +25.6% |
| 3M | -55.3% | -7.6% | -47.7% | -55.3% |
| 6M | +11.6% | -5.7% | +17.3% | +7.8% |
| YTD | +158.5% | -11.7% | +170.3% | +152.3% |
| 1Y | +482.2% | -27.4% | +509.5% | +518.6% |
| 3Y | +471.9% | -32.5% | +504.4% | +479.6% |
| 5Y | +41.1% | -3.3% | +44.5% | +8.9% |
| 10Y | +80.2% | +186.0% | -105.8% | -18.5% |
| All | +29.3% | +698.2% | -668.9% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling