+467.0%
KORU vs ASTS
+79.1%
+387.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | -1.5% |
| 7D | +24.3% | +18.5% | +5.8% | +13.7% |
| 30D | +37.3% | -8.1% | +45.4% | +44.2% |
| 3M | -32.8% | -28.2% | -4.6% | -21.4% |
| 6M | +36.9% | -26.1% | +63.0% | +60.6% |
| YTD | +162.6% | -9.0% | +171.6% | +194.9% |
| 1Y | +467.0% | +62.2% | +404.9% | +459.7% |
| All | +467.0% | +79.1% | +387.9% | +459.7% |
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