+56.9%
KORU vs BTDR
+20.7%
+36.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.2% | +8.1% |
| 7D | -1.7% | -3.4% | +1.7% | -0.7% |
| 30D | +13.5% | +32.6% | -19.1% | +6.9% |
| 3M | -45.2% | -32.2% | -13.0% | -39.7% |
| 6M | +17.1% | +52.4% | -35.2% | +18.7% |
| YTD | +154.1% | +6.7% | +147.4% | +166.8% |
| 1Y | +375.7% | -15.2% | +390.9% | +406.0% |
| 3Y | +474.0% | +14.9% | +459.1% | +440.1% |
| All | +56.9% | +20.7% | +36.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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