+136.2%
KORU vs ROP
-5.1%
+141.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.2% |
| 7D | +11.1% | +0.7% | +10.4% | +11.5% |
| 30D | -40.6% | +28.8% | -69.4% | -33.7% |
| 3M | -63.9% | +21.1% | -84.9% | -60.1% |
| 6M | -82.8% | +52.5% | -135.4% | -82.0% |
| YTD | -15.4% | +8.9% | -24.3% | +8.4% |
| 1Y | -3.3% | +8.2% | -11.5% | +24.6% |
| 3Y | +136.2% | -5.2% | +141.3% | +238.1% |
| All | +136.2% | -5.1% | +141.3% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling