+990.5%
KORU vs BIYA
-99.8%
+1,090.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.5% |
| 7D | +20.1% | +2.7% | +17.4% | +20.3% |
| 30D | +47.5% | -16.7% | +64.1% | +46.2% |
| 3M | -30.1% | -74.6% | +44.6% | -31.3% |
| 6M | +20.1% | -85.4% | +105.5% | +23.9% |
| YTD | +166.6% | -94.2% | +260.8% | +179.3% |
| 1Y | +458.9% | -98.6% | +557.5% | +506.6% |
| All | +990.5% | -99.8% | +1,090.3% | +1,093.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling