+29.3%
KORU vs CTAS
+2,018.1%
-1,988.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.3% | +13.7% | +13.8% |
| 7D | +13.0% | -1.8% | +14.8% | +15.2% |
| 30D | +27.3% | -0.2% | +27.5% | +26.4% |
| 3M | -55.3% | +11.7% | -67.0% | -65.0% |
| 6M | +11.6% | +0.7% | +10.9% | -2.1% |
| YTD | +158.5% | +7.4% | +151.1% | +107.7% |
| 1Y | +482.2% | -2.1% | +484.3% | +414.9% |
| 3Y | +471.9% | +62.9% | +409.0% | +150.8% |
| 5Y | +41.1% | +111.9% | -70.7% | -54.4% |
| 10Y | +80.2% | +652.2% | -572.0% | -85.1% |
| All | +29.3% | +2,018.1% | -1,988.8% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling