-55.3%
KORU vs ROL
+566.5%
-621.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.5% | -4.0% |
| 7D | +24.3% | -1.7% | +26.0% | +25.8% |
| 30D | -44.8% | +18.5% | -63.4% | -51.8% |
| 3M | -60.0% | +4.3% | -64.4% | -62.7% |
| 6M | -78.7% | -27.7% | -50.9% | -75.3% |
| YTD | -10.6% | -35.8% | +25.2% | +12.6% |
| 1Y | -3.8% | -34.1% | +30.3% | +18.0% |
| 3Y | +142.0% | +2.9% | +139.0% | +87.7% |
| 5Y | -33.1% | +12.7% | -45.8% | -54.2% |
| 10Y | -18.5% | +212.6% | -231.1% | -80.1% |
| All | -55.3% | +566.5% | -621.8% | -95.0% |
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