+56.9%
KORU vs BG
+81.8%
-24.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.7% | +10.0% |
| 7D | -1.7% | +3.1% | -4.8% | -3.6% |
| 30D | +13.5% | +10.2% | +3.3% | +6.6% |
| 3M | -45.2% | -1.7% | -43.5% | -45.5% |
| 6M | +17.1% | +1.0% | +16.2% | +14.5% |
| YTD | +154.1% | +39.9% | +114.2% | +107.7% |
| 1Y | +375.7% | +53.2% | +322.5% | +266.5% |
| 3Y | +474.0% | +16.3% | +457.7% | +405.2% |
| All | +56.9% | +81.8% | -24.9% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling