+939.6%
KORU vs BIYA
-99.8%
+1,039.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.2% | +11.2% | +8.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.8% |
| 30D | +13.5% | -17.5% | +31.0% | +12.6% |
| 3M | -45.2% | -78.0% | +32.8% | -46.6% |
| 6M | +17.1% | -89.5% | +106.6% | +21.3% |
| YTD | +154.1% | -94.3% | +248.4% | +166.2% |
| 1Y | +375.7% | -98.6% | +474.3% | +416.1% |
| All | +939.6% | -99.8% | +1,039.3% | +1,037.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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