+82.9%
KORU vs BP
+137.7%
-54.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.9% |
| 7D | -1.7% | +5.2% | -6.9% | -6.4% |
| 30D | +13.5% | +8.7% | +4.8% | +4.0% |
| 3M | -45.2% | +9.3% | -54.5% | -52.0% |
| 6M | +17.1% | +13.6% | +3.6% | -6.7% |
| YTD | +154.1% | +37.7% | +116.5% | +66.5% |
| 1Y | +375.7% | +40.6% | +335.0% | +201.1% |
| 3Y | +474.0% | +40.3% | +433.7% | +253.4% |
| 5Y | +60.4% | +141.4% | -81.0% | -48.2% |
| All | +82.9% | +137.7% | -54.8% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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