+130.9%
KORU vs ASTS
+576.8%
-445.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.3% |
| 7D | +24.3% | +18.5% | +5.8% | +19.8% |
| 30D | +37.3% | -8.1% | +45.4% | +40.3% |
| 3M | -32.8% | -28.2% | -4.6% | -27.3% |
| 6M | +36.9% | -26.1% | +63.0% | +49.6% |
| YTD | +162.6% | -9.0% | +171.6% | +174.7% |
| 1Y | +467.0% | +62.2% | +404.9% | +431.8% |
| 3Y | +522.4% | +1,621.9% | -1,099.5% | +254.5% |
| 5Y | +57.9% | +457.0% | -399.2% | -0.5% |
| All | +130.9% | +576.8% | -445.9% | +29.6% |
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