+136.2%
KORU vs ASTS
+649.4%
-513.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -4.1% |
| 7D | +11.1% | +0.8% | +10.3% | +11.4% |
| 30D | -40.6% | -22.6% | -18.0% | -35.4% |
| 3M | -63.9% | -54.4% | -9.5% | -55.8% |
| 6M | -82.8% | -56.4% | -26.4% | -78.3% |
| YTD | -15.4% | -55.1% | +39.7% | +7.1% |
| 1Y | -3.3% | -46.9% | +43.7% | +19.4% |
| 3Y | +136.2% | +715.0% | -578.8% | +181.2% |
| All | +136.2% | +649.4% | -513.3% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling