+482.2%
KORU vs CTAS
-1.7%
+483.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.3% | +13.7% | +13.0% |
| 7D | +13.0% | -1.8% | +14.8% | +10.2% |
| 30D | +27.3% | -0.2% | +27.5% | +27.9% |
| 3M | -55.3% | +11.7% | -67.0% | -48.4% |
| 6M | +11.6% | +0.7% | +10.9% | +27.1% |
| YTD | +158.5% | +7.4% | +151.1% | +206.8% |
| 1Y | +482.2% | -2.1% | +484.3% | +581.0% |
| All | +482.2% | -1.7% | +483.9% | +581.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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