-20.7%
KORU vs BURL
+232.1%
-252.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -3.3% |
| 7D | +11.1% | -1.6% | +12.7% | +12.7% |
| 30D | -40.6% | -7.7% | -32.9% | -37.6% |
| 3M | -63.9% | -31.7% | -32.2% | -55.2% |
| 6M | -82.8% | -15.2% | -67.7% | -81.6% |
| YTD | -15.4% | -15.9% | +0.5% | -8.1% |
| 1Y | -3.3% | -14.2% | +10.9% | +2.9% |
| 3Y | +136.2% | +93.5% | +42.7% | +43.4% |
| 5Y | -36.7% | -9.9% | -26.8% | -42.4% |
| All | -20.7% | +232.1% | -252.8% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling