+136.2%
KORU vs BURL
+87.4%
+48.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -3.7% |
| 7D | +11.1% | -1.6% | +12.7% | +12.4% |
| 30D | -40.6% | -7.7% | -32.9% | -38.0% |
| 3M | -63.9% | -31.7% | -32.2% | -57.1% |
| 6M | -82.8% | -15.2% | -67.7% | -82.0% |
| YTD | -15.4% | -15.9% | +0.5% | -9.9% |
| 1Y | -3.3% | -14.2% | +10.9% | +1.3% |
| 3Y | +136.2% | +93.5% | +42.6% | +132.3% |
| All | +136.2% | +87.4% | +48.7% | +132.3% |
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 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