+62.9%
KORU vs BURL
+217.6%
-154.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.6% | +10.8% | +11.9% |
| 7D | +13.0% | -2.8% | +15.8% | +14.8% |
| 30D | +27.3% | -28.2% | +55.4% | +52.2% |
| 3M | -55.3% | -17.6% | -37.7% | -50.8% |
| 6M | +11.6% | -11.8% | +23.4% | +16.9% |
| YTD | +158.5% | -8.1% | +166.7% | +165.2% |
| 1Y | +482.2% | -12.0% | +494.1% | +504.8% |
| 3Y | +471.9% | +63.3% | +408.6% | +284.4% |
| 5Y | +41.1% | -10.8% | +52.0% | +28.6% |
| All | +62.9% | +217.6% | -154.7% | -21.2% |
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