+541.4%
KORU vs BTSG
+382.3%
+159.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.6% | -5.9% | -7.5% |
| 7D | +2.3% | -5.8% | +8.1% | +7.3% |
| 30D | +20.0% | 0.0% | +20.0% | +19.7% |
| 3M | -32.7% | -4.5% | -28.3% | -28.5% |
| 6M | +13.3% | +40.0% | -26.7% | -1.8% |
| YTD | +133.2% | +54.6% | +78.7% | +94.4% |
| 1Y | +357.3% | +106.1% | +251.1% | +233.1% |
| All | +541.4% | +382.3% | +159.1% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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