-36.9%
KORU vs BP
+113.6%
-150.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.9% |
| 7D | +11.1% | +3.8% | +7.3% | +9.0% |
| 30D | -40.6% | -5.3% | -35.3% | -38.9% |
| 3M | -63.9% | +9.3% | -73.1% | -66.3% |
| 6M | -82.8% | +7.2% | -90.0% | -84.1% |
| YTD | -15.4% | +38.0% | -53.4% | -39.3% |
| 1Y | -3.3% | +33.2% | -36.5% | -28.9% |
| 3Y | +136.2% | +50.3% | +85.9% | +52.8% |
| All | -36.9% | +113.6% | -150.5% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling