+82.9%
KORU vs BAX
-38.1%
+121.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.5% | +10.1% |
| 7D | -1.7% | -7.9% | +6.2% | +4.1% |
| 30D | +13.5% | -11.7% | +25.2% | +23.7% |
| 3M | -45.2% | +16.2% | -61.4% | -53.3% |
| 6M | +17.1% | +32.0% | -14.8% | -10.0% |
| YTD | +154.1% | +24.7% | +129.4% | +100.2% |
| 1Y | +375.7% | -2.6% | +378.3% | +347.4% |
| 3Y | +474.0% | -35.0% | +509.0% | +604.0% |
| 5Y | +60.4% | -67.6% | +128.0% | +280.5% |
| All | +82.9% | -38.1% | +121.1% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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