+82.9%
KORU vs BNY
+416.3%
-333.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.9% |
| 7D | -1.7% | -1.3% | -0.4% | -0.1% |
| 30D | +13.5% | -0.2% | +13.7% | +13.2% |
| 3M | -45.2% | +14.9% | -60.1% | -54.3% |
| 6M | +17.1% | +40.0% | -22.9% | -20.6% |
| YTD | +154.1% | +42.0% | +112.2% | +68.1% |
| 1Y | +375.7% | +56.9% | +318.8% | +179.8% |
| 3Y | +474.0% | +289.9% | +184.2% | +11.4% |
| 5Y | +60.4% | +259.2% | -198.8% | -65.2% |
| All | +82.9% | +416.3% | -333.4% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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