+474.0%
KORU vs BX
+25.1%
+448.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +6.8% |
| 7D | -1.7% | -5.6% | +3.9% | +3.7% |
| 30D | +13.5% | -12.2% | +25.8% | +27.3% |
| 3M | -45.2% | +7.4% | -52.6% | -49.4% |
| 6M | +17.1% | +22.2% | -5.0% | -0.8% |
| YTD | +154.1% | -14.0% | +168.1% | +189.9% |
| 1Y | +375.7% | -27.3% | +403.0% | +530.6% |
| 3Y | +474.0% | +24.5% | +449.5% | +330.3% |
| All | +474.0% | +25.1% | +448.9% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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