-25.1%
KORU vs BRO
-4.7%
-20.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | +0.7% | -38.1% | -35.9% |
| 7D | -48.7% | +9.9% | -58.6% | -35.1% |
| 30D | -68.9% | +22.3% | -91.2% | -47.2% |
| 3M | -64.6% | +5.3% | -69.9% | -55.4% |
| 6M | -82.2% | +30.3% | -112.5% | -59.7% |
| YTD | -28.1% | -5.7% | -22.3% | +26.8% |
| 1Y | -25.1% | -3.5% | -21.7% | +35.7% |
| All | -25.1% | -4.7% | -20.5% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling