+426.7%
KORU vs CTAS
+64.7%
+362.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.8% | -11.7% | -12.4% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +20.0% | -3.1% | +23.1% | +20.4% |
| 3M | -32.7% | +10.3% | -43.0% | -37.6% |
| 6M | +13.3% | +1.6% | +11.7% | +11.8% |
| YTD | +133.2% | +6.3% | +126.9% | +120.1% |
| 1Y | +357.3% | -0.5% | +357.7% | +352.6% |
| All | +426.7% | +64.7% | +362.0% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling