+482.2%
KORU vs ASTS
+37.2%
+444.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.1% | +13.3% |
| 7D | +13.0% | +7.3% | +5.7% | +8.9% |
| 30D | +27.3% | -8.9% | +36.2% | +34.4% |
| 3M | -55.3% | -41.9% | -13.4% | -41.1% |
| 6M | +11.6% | -40.6% | +52.2% | +39.8% |
| YTD | +158.5% | -14.2% | +172.8% | +199.5% |
| 1Y | +482.2% | +48.9% | +433.3% | +500.7% |
| All | +482.2% | +37.2% | +444.9% | +500.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling