+56.9%
KORU vs ROKU
-52.4%
+109.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.4% | +8.7% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +13.5% | +2.1% | +11.5% | +12.4% |
| 3M | -45.2% | +29.5% | -74.7% | -52.5% |
| 6M | +17.1% | +53.8% | -36.7% | -1.9% |
| YTD | +154.1% | +42.8% | +111.3% | +119.6% |
| 1Y | +375.7% | +60.7% | +314.9% | +293.1% |
| 3Y | +474.0% | +83.9% | +390.1% | +313.1% |
| All | +56.9% | -52.4% | +109.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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