-33.1%
KORU vs ASTS
+230.9%
-264.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.1% | -1.2% | +4.2% |
| 7D | -35.0% | -21.1% | -13.9% | -30.3% |
| 30D | -65.5% | -46.7% | -18.8% | -59.5% |
| 3M | -58.9% | -52.0% | -6.9% | -50.4% |
| 6M | -83.5% | -54.3% | -29.3% | -79.3% |
| YTD | -23.9% | -55.5% | +31.6% | -4.7% |
| 1Y | -12.4% | -50.5% | +38.0% | +6.4% |
| 3Y | +82.1% | +706.2% | -624.1% | +26.4% |
| 5Y | -42.6% | +165.2% | -207.9% | -56.6% |
| All | -33.1% | +230.9% | -264.0% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling