+31.4%
KORU vs BB
-47.0%
+78.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.7% |
| 7D | +24.3% | +0.5% | +23.8% | +24.0% |
| 30D | +37.3% | -12.4% | +49.7% | +44.9% |
| 3M | -32.8% | -15.3% | -17.5% | -27.4% |
| 6M | +36.9% | +128.8% | -91.9% | +2.1% |
| YTD | +162.6% | +107.7% | +55.0% | +102.4% |
| 1Y | +467.0% | +103.9% | +363.1% | +336.9% |
| 3Y | +522.4% | +72.6% | +449.8% | +372.0% |
| 5Y | +57.9% | -24.3% | +82.1% | +57.8% |
| 10Y | +70.8% | +3.1% | +67.6% | +4.8% |
| All | +31.4% | -47.0% | +78.4% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling