+67.9%
KORU vs CASY
+464.4%
-396.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.4% |
| 7D | +2.3% | -17.2% | +19.6% | +14.2% |
| 30D | +20.0% | -24.4% | +44.4% | +41.6% |
| 3M | -32.7% | -31.4% | -1.3% | -17.1% |
| 6M | +13.3% | -8.9% | +22.2% | +10.3% |
| YTD | +133.2% | +13.8% | +119.4% | +92.6% |
| 1Y | +357.3% | +17.0% | +340.3% | +264.4% |
| 3Y | +452.7% | +163.1% | +289.5% | +120.7% |
| 5Y | +47.2% | +239.0% | -191.8% | -53.6% |
| All | +67.9% | +464.4% | -396.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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