+114.9%
KORU vs BURL
+94.5%
+20.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -5.6% |
| 7D | -34.5% | +5.9% | -40.4% | -35.8% |
| 30D | -59.6% | -8.3% | -51.3% | -57.7% |
| 3M | -56.1% | -31.6% | -24.4% | -48.0% |
| 6M | -84.7% | -16.6% | -68.1% | -83.9% |
| YTD | -20.6% | -12.1% | -8.5% | -17.3% |
| 1Y | -13.9% | -10.0% | -3.9% | -12.0% |
| 3Y | +114.9% | +94.3% | +20.6% | +100.6% |
| All | +114.9% | +94.5% | +20.3% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling