+82.9%
KORU vs BRO
+294.2%
-211.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.1% |
| 7D | -1.7% | -7.3% | +5.6% | +2.8% |
| 30D | +13.5% | -6.9% | +20.4% | +17.4% |
| 3M | -45.2% | +10.7% | -55.9% | -54.9% |
| 6M | +17.1% | -2.7% | +19.8% | +1.9% |
| YTD | +154.1% | -16.3% | +170.5% | +147.5% |
| 1Y | +375.7% | -29.1% | +404.8% | +429.1% |
| 3Y | +474.0% | -7.8% | +481.9% | +323.9% |
| 5Y | +60.4% | +18.7% | +41.7% | -20.6% |
| All | +82.9% | +294.2% | -211.3% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling