-57.7%
KORU vs RBA
+524.3%
-582.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -6.0% |
| 7D | +11.1% | +1.7% | +9.4% | +9.9% |
| 30D | -40.6% | +8.3% | -48.9% | -44.5% |
| 3M | -63.9% | +10.5% | -74.4% | -67.2% |
| 6M | -82.8% | -5.9% | -76.9% | -82.9% |
| YTD | -15.4% | -6.9% | -8.5% | -15.9% |
| 1Y | -3.3% | -4.9% | +1.6% | -5.3% |
| 3Y | +136.2% | +64.5% | +71.7% | +51.7% |
| 5Y | -36.7% | +46.1% | -82.8% | -57.3% |
| 10Y | -22.9% | +208.2% | -231.1% | -69.9% |
| All | -57.7% | +524.3% | -582.0% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling