+82.9%
KORU vs BBY
+252.7%
-169.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +6.8% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | +13.5% | +9.4% | +4.1% | +5.0% |
| 3M | -45.2% | +19.3% | -64.5% | -53.0% |
| 6M | +17.1% | +47.9% | -30.8% | -14.9% |
| YTD | +154.1% | +39.6% | +114.6% | +85.6% |
| 1Y | +375.7% | +22.2% | +353.5% | +282.7% |
| 3Y | +474.0% | +45.0% | +429.0% | +273.4% |
| 5Y | +60.4% | +2.6% | +57.8% | +33.1% |
| All | +82.9% | +252.7% | -169.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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