+56.9%
KORU vs CTAS
+107.2%
-50.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.4% | +7.9% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | +13.5% | -0.7% | +14.3% | +13.7% |
| 3M | -45.2% | +11.1% | -56.3% | -53.5% |
| 6M | +17.1% | +2.1% | +15.0% | +8.1% |
| YTD | +154.1% | +8.0% | +146.2% | +117.6% |
| 1Y | +375.7% | -0.5% | +376.1% | +340.4% |
| 3Y | +474.0% | +66.2% | +407.8% | +148.1% |
| All | +56.9% | +107.2% | -50.3% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling