-20.7%
KORU vs BP
+143.9%
-164.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -6.2% |
| 7D | +11.1% | +3.8% | +7.3% | +7.6% |
| 30D | -40.6% | -5.3% | -35.3% | -37.6% |
| 3M | -63.9% | +9.3% | -73.1% | -67.8% |
| 6M | -82.8% | +7.2% | -90.0% | -85.0% |
| YTD | -15.4% | +38.0% | -53.4% | -45.9% |
| 1Y | -3.3% | +33.2% | -36.5% | -36.2% |
| 3Y | +136.2% | +50.3% | +85.9% | +32.5% |
| 5Y | -36.7% | +114.1% | -150.8% | -76.9% |
| All | -20.7% | +143.9% | -164.6% | -67.5% |
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