+47.5%
KORU vs BURL
-11.0%
+58.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.6% | +10.8% | +12.2% |
| 7D | +13.0% | -2.8% | +15.8% | +14.4% |
| 30D | +27.3% | -28.2% | +55.4% | +47.2% |
| 3M | -55.3% | -17.6% | -37.7% | -51.7% |
| 6M | +11.6% | -11.8% | +23.4% | +15.9% |
| YTD | +158.5% | -8.1% | +166.7% | +164.1% |
| 1Y | +482.2% | -12.0% | +494.1% | +501.3% |
| 3Y | +471.9% | +63.3% | +408.6% | +333.6% |
| All | +47.5% | -11.0% | +58.4% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling