+56.9%
KORU vs BRO
+17.6%
+39.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.0% |
| 7D | -1.7% | -7.3% | +5.6% | -2.0% |
| 30D | +13.5% | -6.9% | +20.4% | +13.2% |
| 3M | -45.2% | +10.7% | -55.9% | -48.0% |
| 6M | +17.1% | -2.7% | +19.8% | +16.0% |
| YTD | +154.1% | -16.3% | +170.5% | +167.9% |
| 1Y | +375.7% | -29.1% | +404.8% | +447.2% |
| 3Y | +474.0% | -7.8% | +481.9% | +394.5% |
| All | +56.9% | +17.6% | +39.3% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling