+474.0%
KORU vs BG
+18.0%
+456.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.7% | +9.9% |
| 7D | -1.7% | +3.1% | -4.8% | -3.5% |
| 30D | +13.5% | +10.2% | +3.3% | +6.9% |
| 3M | -45.2% | -1.7% | -43.5% | -45.2% |
| 6M | +17.1% | +1.0% | +16.2% | +15.0% |
| YTD | +154.1% | +39.9% | +114.2% | +110.0% |
| 1Y | +375.7% | +53.2% | +322.5% | +272.2% |
| 3Y | +474.0% | +16.3% | +457.7% | +386.9% |
| All | +474.0% | +18.0% | +456.0% | +386.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling