+136.2%
KORU vs ROL
+5.9%
+130.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -4.5% |
| 7D | +11.1% | +3.0% | +8.2% | +12.3% |
| 30D | -40.6% | +19.8% | -60.4% | -36.1% |
| 3M | -63.9% | +7.9% | -71.8% | -61.7% |
| 6M | -82.8% | -25.6% | -57.2% | -81.7% |
| YTD | -15.4% | -34.1% | +18.7% | -7.5% |
| 1Y | -3.3% | -31.4% | +28.1% | +4.2% |
| 3Y | +136.2% | +4.7% | +131.5% | +79.6% |
| All | +136.2% | +5.9% | +130.3% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling