+82.9%
KORU vs ROP
+135.6%
-52.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -4.6% | +2.9% | +2.9% |
| 30D | +13.5% | -1.7% | +15.2% | +14.1% |
| 3M | -45.2% | +17.1% | -62.3% | -60.1% |
| 6M | +17.1% | +10.9% | +6.3% | -11.4% |
| YTD | +154.1% | -12.1% | +166.2% | +144.0% |
| 1Y | +375.7% | -24.2% | +399.9% | +450.3% |
| 3Y | +474.0% | -20.4% | +494.4% | +526.9% |
| 5Y | +60.4% | -15.4% | +75.8% | +65.1% |
| All | +82.9% | +135.6% | -52.7% | -36.0% |
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