-41.5%
KORU vs BURL
+252.7%
-294.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.8% |
| 7D | -35.0% | +4.1% | -39.1% | -36.2% |
| 30D | -65.5% | -9.5% | -56.1% | -63.5% |
| 3M | -58.9% | -33.5% | -25.4% | -48.5% |
| 6M | -83.5% | -22.1% | -61.4% | -81.5% |
| YTD | -23.9% | -14.6% | -9.3% | -18.4% |
| 1Y | -12.4% | -8.4% | -4.1% | -11.0% |
| 3Y | +82.1% | +86.6% | -4.5% | +12.9% |
| 5Y | -42.6% | -17.2% | -25.5% | -45.0% |
| All | -41.5% | +252.7% | -294.2% | -72.6% |
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