+974.3%
KORU vs BIYA
-99.8%
+1,074.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +24.3% | +2.7% | +21.6% | +24.5% |
| 30D | +37.3% | -18.7% | +56.0% | +36.0% |
| 3M | -32.8% | -72.0% | +39.2% | -33.8% |
| 6M | +36.9% | -86.4% | +123.3% | +41.4% |
| YTD | +162.6% | -94.2% | +256.8% | +175.2% |
| 1Y | +467.0% | -98.4% | +565.5% | +512.7% |
| All | +974.3% | -99.8% | +1,074.0% | +1,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling