+16.6%
KORU vs BG
+160.3%
-143.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.9% | -13.4% | -13.2% |
| 7D | +2.3% | +3.7% | -1.4% | -0.7% |
| 30D | +20.0% | +12.3% | +7.7% | +9.4% |
| 3M | -32.7% | -2.2% | -30.5% | -33.4% |
| 6M | +13.3% | +5.3% | +8.0% | +6.3% |
| YTD | +133.2% | +42.4% | +90.8% | +78.0% |
| 1Y | +357.3% | +55.2% | +302.1% | +224.3% |
| 3Y | +452.7% | +21.0% | +431.7% | +357.1% |
| 5Y | +47.2% | +87.1% | -39.9% | -18.5% |
| 10Y | +67.6% | +169.8% | -102.3% | -36.4% |
| All | +16.6% | +160.3% | -143.6% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling