-20.7%
KORU vs ROP
+185.2%
-205.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.8% |
| 7D | +11.1% | +0.7% | +10.4% | +10.4% |
| 30D | -40.6% | +28.8% | -69.4% | -55.1% |
| 3M | -63.9% | +21.1% | -84.9% | -71.8% |
| 6M | -82.8% | +52.5% | -135.4% | -91.0% |
| YTD | -15.4% | +8.9% | -24.3% | -37.2% |
| 1Y | -3.3% | +8.2% | -11.5% | -27.8% |
| 3Y | +136.2% | -5.2% | +141.3% | +109.3% |
| 5Y | -36.7% | +1.7% | -38.4% | -47.4% |
| All | -20.7% | +185.2% | -205.9% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling