-20.7%
KORU vs CTAS
+814.6%
-835.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.1% |
| 7D | +11.1% | +2.0% | +9.2% | +9.0% |
| 30D | -40.6% | +8.7% | -49.3% | -46.7% |
| 3M | -63.9% | +13.3% | -77.2% | -69.5% |
| 6M | -82.8% | +39.4% | -122.2% | -90.0% |
| YTD | -15.4% | +21.5% | -36.9% | -42.1% |
| 1Y | -3.3% | +21.9% | -25.1% | -34.2% |
| 3Y | +136.2% | +73.6% | +62.5% | -6.9% |
| 5Y | -36.7% | +116.2% | -152.9% | -80.7% |
| All | -20.7% | +814.6% | -835.3% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling