+482.2%
KORU vs ROK
+29.3%
+452.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.3% | +12.1% | +10.2% |
| 7D | +13.0% | +0.7% | +12.3% | +11.7% |
| 30D | +27.3% | -3.3% | +30.6% | +42.2% |
| 3M | -55.3% | -5.9% | -49.4% | -39.0% |
| 6M | +11.6% | +13.9% | -2.3% | +10.3% |
| YTD | +158.5% | +12.6% | +146.0% | +157.3% |
| 1Y | +482.2% | +28.6% | +453.6% | +414.3% |
| All | +482.2% | +29.3% | +452.8% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling