+32.7%
KORU vs BTDR
+23.3%
+9.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | +20.1% | +14.8% | +5.3% | +16.3% |
| 30D | +47.5% | +41.8% | +5.7% | +36.6% |
| 3M | -30.1% | -29.2% | -0.9% | -23.7% |
| 6M | +20.1% | +66.2% | -46.0% | +19.8% |
| YTD | +166.6% | +10.0% | +156.6% | +177.3% |
| 1Y | +458.9% | -11.0% | +469.9% | +488.1% |
| 3Y | +531.8% | +6.9% | +524.8% | +488.4% |
| 5Y | +67.7% | +24.7% | +43.0% | +49.8% |
| All | +32.7% | +23.3% | +9.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling