-17.3%
KORU vs ASTS
+274.8%
-292.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +8.7% | +9.7% | +16.4% |
| 7D | -18.1% | +2.8% | -20.9% | -17.0% |
| 30D | -45.7% | -28.8% | -16.9% | -40.1% |
| 3M | -51.6% | -48.9% | -2.7% | -42.4% |
| 6M | -82.6% | -55.6% | -27.0% | -78.2% |
| YTD | -5.9% | -49.6% | +43.7% | +14.7% |
| 1Y | +3.3% | -46.1% | +49.3% | +23.1% |
| 3Y | +154.5% | +749.7% | -595.2% | +74.9% |
| 5Y | -26.6% | +193.2% | -219.8% | -45.7% |
| All | -17.3% | +274.8% | -292.1% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling