+22.5%
KORU vs BG
+7.2%
+15.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.9% |
| 7D | -24.3% | -3.8% | -20.6% | -23.5% |
| 30D | -54.2% | -9.6% | -44.6% | -53.0% |
| 3M | -45.4% | -8.5% | -36.9% | -45.6% |
| 6M | -66.5% | -23.0% | -43.4% | -61.6% |
| YTD | +14.9% | +10.9% | +4.0% | +0.6% |
| 1Y | +22.5% | +6.0% | +16.6% | +6.2% |
| All | +22.5% | +7.2% | +15.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling