+67.7%
KORU vs ROL
-6.0%
+73.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +20.1% | -3.3% | +23.4% | +21.1% |
| 30D | +47.5% | -7.2% | +54.7% | +49.8% |
| 3M | -30.1% | -27.0% | -3.1% | -24.5% |
| 6M | +20.1% | -39.5% | +59.6% | +41.1% |
| YTD | +166.6% | -41.8% | +208.4% | +216.0% |
| 1Y | +458.9% | -38.9% | +497.8% | +534.9% |
| 3Y | +531.8% | -0.4% | +532.1% | +410.2% |
| 5Y | +67.7% | -4.2% | +71.9% | +22.5% |
| All | +67.7% | -6.0% | +73.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling