+426.7%
KORU vs BROS
+57.4%
+369.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.1% | -11.0% |
| 7D | +2.3% | -6.1% | +8.4% | +5.4% |
| 30D | +20.0% | -12.4% | +32.4% | +27.7% |
| 3M | -32.7% | -27.9% | -4.8% | -23.3% |
| 6M | +13.3% | -16.8% | +30.1% | +24.2% |
| YTD | +133.2% | -29.0% | +162.3% | +167.4% |
| 1Y | +357.3% | -33.2% | +390.5% | +430.3% |
| All | +426.7% | +57.4% | +369.4% | +275.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling