+82.9%
KORU vs BLDR
+383.3%
-300.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +7.4% |
| 7D | -1.7% | -8.2% | +6.5% | +4.2% |
| 30D | +13.5% | -16.6% | +30.2% | +28.8% |
| 3M | -45.2% | -23.2% | -22.0% | -34.2% |
| 6M | +17.1% | -33.7% | +50.9% | +60.9% |
| YTD | +154.1% | -41.3% | +195.5% | +272.6% |
| 1Y | +375.7% | -58.8% | +434.5% | +757.8% |
| 3Y | +474.0% | -57.5% | +531.5% | +833.2% |
| 5Y | +60.4% | +12.9% | +47.5% | +29.4% |
| All | +82.9% | +383.3% | -300.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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