+474.0%
KORU vs BR
-5.3%
+479.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.0% |
| 7D | -1.7% | -3.0% | +1.3% | -1.9% |
| 30D | +13.5% | -0.3% | +13.8% | +13.4% |
| 3M | -45.2% | +17.3% | -62.5% | -45.8% |
| 6M | +17.1% | -6.7% | +23.8% | +30.4% |
| YTD | +154.1% | -23.4% | +177.6% | +219.2% |
| 1Y | +375.7% | -32.7% | +408.3% | +572.2% |
| 3Y | +474.0% | -5.9% | +479.9% | +397.5% |
| All | +474.0% | -5.3% | +479.3% | +397.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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