+22.5%
KORU vs ROP
+10.4%
+12.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.2% | +1.1% |
| 7D | -24.3% | +11.7% | -36.0% | -7.9% |
| 30D | -54.2% | +35.5% | -89.7% | -22.2% |
| 3M | -45.4% | +25.6% | -71.1% | -15.9% |
| 6M | -66.5% | +39.3% | -105.7% | -34.3% |
| YTD | +14.9% | +11.6% | +3.2% | +101.8% |
| 1Y | +22.5% | +10.6% | +11.9% | +117.8% |
| All | +22.5% | +10.4% | +12.1% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling