+502.1%
KORU vs BN
+71.3%
+430.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +4.2% |
| 7D | +20.1% | -3.0% | +23.1% | +24.9% |
| 30D | +47.5% | -13.0% | +60.5% | +78.9% |
| 3M | -30.1% | -15.2% | -14.8% | -11.3% |
| 6M | +20.1% | -5.9% | +26.1% | +40.1% |
| YTD | +166.6% | -15.8% | +182.4% | +255.3% |
| 1Y | +458.9% | -12.2% | +471.1% | +611.4% |
| All | +502.1% | +71.3% | +430.8% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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