+54.7%
KORU vs BROS
+43.3%
+11.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.7% | +12.7% | +13.2% |
| 7D | +13.0% | -6.7% | +19.7% | +15.9% |
| 30D | +27.3% | -29.1% | +56.3% | +43.5% |
| 3M | -55.3% | -16.7% | -38.6% | -52.7% |
| 6M | +11.6% | -11.6% | +23.2% | +17.7% |
| YTD | +158.5% | -23.9% | +182.5% | +184.3% |
| 1Y | +482.2% | -34.8% | +516.9% | +565.2% |
| 3Y | +471.9% | +62.1% | +409.8% | +369.4% |
| All | +54.7% | +43.3% | +11.4% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling