+474.0%
KORU vs BB
+64.9%
+409.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | +13.5% | -12.5% | +26.1% | +21.7% |
| 3M | -45.2% | -17.4% | -27.8% | -39.3% |
| 6M | +17.1% | +119.1% | -102.0% | -11.0% |
| YTD | +154.1% | +102.4% | +51.8% | +98.5% |
| 1Y | +375.7% | +98.2% | +277.5% | +272.5% |
| 3Y | +474.0% | +46.9% | +427.1% | +270.8% |
| All | +474.0% | +64.9% | +409.1% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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