-57.7%
KORU vs ROL
+583.6%
-641.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -7.0% |
| 7D | +11.1% | +3.0% | +8.2% | +9.1% |
| 30D | -40.6% | +19.8% | -60.4% | -48.4% |
| 3M | -63.9% | +7.9% | -71.8% | -67.0% |
| 6M | -82.8% | -25.6% | -57.2% | -80.5% |
| YTD | -15.4% | -34.1% | +18.7% | +4.7% |
| 1Y | -3.3% | -31.4% | +28.1% | +15.0% |
| 3Y | +136.2% | +4.7% | +131.5% | +81.5% |
| 5Y | -36.7% | +15.6% | -52.3% | -57.4% |
| 10Y | -22.9% | +220.6% | -243.5% | -81.5% |
| All | -57.7% | +583.6% | -641.2% | -95.4% |
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