+136.2%
KORU vs BP
+51.6%
+84.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.6% |
| 7D | +11.1% | +3.8% | +7.3% | +10.3% |
| 30D | -40.6% | -5.3% | -35.3% | -40.1% |
| 3M | -63.9% | +9.3% | -73.1% | -65.0% |
| 6M | -82.8% | +7.2% | -90.0% | -83.3% |
| YTD | -15.4% | +38.0% | -53.4% | -34.8% |
| 1Y | -3.3% | +33.2% | -36.5% | -23.8% |
| 3Y | +136.2% | +50.3% | +85.9% | +65.2% |
| All | +136.2% | +51.6% | +84.6% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling