+82.9%
KORU vs CTAS
+687.6%
-604.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.4% | +7.3% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | +13.5% | -0.7% | +14.3% | +13.7% |
| 3M | -45.2% | +11.1% | -56.3% | -56.4% |
| 6M | +17.1% | +2.1% | +15.0% | +2.0% |
| YTD | +154.1% | +8.0% | +146.2% | +103.1% |
| 1Y | +375.7% | -0.5% | +376.1% | +313.4% |
| 3Y | +474.0% | +66.2% | +407.8% | +139.9% |
| 5Y | +60.4% | +109.2% | -48.8% | -49.0% |
| All | +82.9% | +687.6% | -604.7% | -84.7% |
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