+474.0%
KORU vs BRO
-7.6%
+481.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +8.8% |
| 7D | -1.7% | -7.3% | +5.6% | -7.7% |
| 30D | +13.5% | -6.9% | +20.4% | +7.8% |
| 3M | -45.2% | +10.7% | -55.9% | -39.4% |
| 6M | +17.1% | -2.7% | +19.8% | +32.8% |
| YTD | +154.1% | -16.3% | +170.5% | +189.1% |
| 1Y | +375.7% | -29.1% | +404.8% | +465.0% |
| 3Y | +474.0% | -7.8% | +481.9% | +445.4% |
| All | +474.0% | -7.6% | +481.6% | +445.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling