+82.9%
KORU vs BG
+166.7%
-83.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.7% | +10.3% |
| 7D | -1.7% | +3.1% | -4.8% | -4.2% |
| 30D | +13.5% | +10.2% | +3.3% | +4.6% |
| 3M | -45.2% | -1.7% | -43.5% | -45.9% |
| 6M | +17.1% | +1.0% | +16.2% | +13.0% |
| YTD | +154.1% | +39.9% | +114.2% | +94.8% |
| 1Y | +375.7% | +53.2% | +322.5% | +236.8% |
| 3Y | +474.0% | +16.3% | +457.7% | +386.2% |
| 5Y | +60.4% | +83.9% | -23.5% | -13.4% |
| All | +82.9% | +166.7% | -83.7% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling