+22.5%
KORU vs BROS
-18.6%
+41.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.9% |
| 7D | -24.3% | +2.5% | -26.8% | -25.6% |
| 30D | -54.2% | +15.1% | -69.3% | -59.0% |
| 3M | -45.4% | -31.4% | -14.1% | -28.3% |
| 6M | -66.5% | -22.6% | -43.8% | -62.0% |
| YTD | +14.9% | -28.1% | +43.0% | +28.7% |
| 1Y | +22.5% | -20.3% | +42.8% | +26.6% |
| All | +22.5% | -18.6% | +41.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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