+31.4%
KORU vs BAX
-18.4%
+49.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.3% | +4.4% |
| 7D | +24.3% | -2.4% | +26.7% | +26.6% |
| 30D | +37.3% | -9.7% | +47.1% | +47.3% |
| 3M | -32.8% | +29.3% | -62.1% | -47.9% |
| 6M | +36.9% | +40.7% | -3.7% | -0.7% |
| YTD | +162.6% | +30.3% | +132.3% | +98.0% |
| 1Y | +467.0% | +3.4% | +463.6% | +406.2% |
| 3Y | +522.4% | -32.0% | +554.4% | +639.1% |
| 5Y | +57.9% | -66.9% | +124.7% | +270.9% |
| 10Y | +70.8% | -37.1% | +107.8% | +111.0% |
| All | +31.4% | -18.4% | +49.7% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling