+67.9%
KORU vs ROL
+210.1%
-142.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.1% | -12.6% | -12.6% |
| 7D | +2.3% | -3.2% | +5.5% | +4.5% |
| 30D | +20.0% | -6.6% | +26.6% | +24.4% |
| 3M | -32.7% | -27.3% | -5.4% | -20.1% |
| 6M | +13.3% | -38.1% | +51.4% | +49.9% |
| YTD | +133.2% | -41.8% | +175.0% | +218.8% |
| 1Y | +357.3% | -37.8% | +395.1% | +476.5% |
| 3Y | +452.7% | -0.3% | +453.0% | +338.9% |
| 5Y | +47.2% | -5.1% | +52.3% | +17.2% |
| All | +67.9% | +210.1% | -142.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling