+29.3%
KORU vs ROL
+527.2%
-497.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.4% | +13.0% | +13.1% |
| 7D | +13.0% | -1.4% | +14.4% | +14.1% |
| 30D | +27.3% | -4.1% | +31.4% | +30.2% |
| 3M | -55.3% | -22.5% | -32.8% | -49.3% |
| 6M | +11.6% | -37.7% | +49.3% | +49.7% |
| YTD | +158.5% | -39.6% | +198.1% | +250.4% |
| 1Y | +482.2% | -36.0% | +518.2% | +630.4% |
| 3Y | +471.9% | -5.1% | +477.0% | +382.0% |
| 5Y | +41.1% | -3.4% | +44.5% | +12.4% |
| 10Y | +80.2% | +215.2% | -135.1% | -55.8% |
| All | +29.3% | +527.2% | -497.9% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling