+162.6%
KORU vs RBA
+64.0%
+98.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.5% | +18.9% | +18.6% |
| 7D | -18.1% | +0.6% | -18.7% | -18.3% |
| 30D | -45.7% | +9.0% | -54.7% | -47.8% |
| 3M | -51.6% | +7.2% | -58.7% | -53.4% |
| 6M | -82.6% | -7.8% | -74.9% | -82.1% |
| YTD | -5.9% | -6.4% | +0.4% | -5.9% |
| 1Y | +3.3% | -4.2% | +7.5% | +1.9% |
| All | +162.6% | +64.0% | +98.6% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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