+67.7%
KORU vs BP
+141.6%
-73.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.4% |
| 7D | +20.1% | +4.0% | +16.1% | +17.3% |
| 30D | +47.5% | +7.8% | +39.6% | +40.2% |
| 3M | -30.1% | +8.4% | -38.4% | -35.2% |
| 6M | +20.1% | +15.1% | +5.1% | +1.1% |
| YTD | +166.6% | +36.4% | +130.2% | +95.0% |
| 1Y | +458.9% | +40.9% | +418.0% | +294.2% |
| 3Y | +531.8% | +38.8% | +492.9% | +342.9% |
| 5Y | +67.7% | +141.1% | -73.4% | -36.7% |
| All | +67.7% | +141.6% | -73.9% | -36.7% |
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