+47.2%
KORU vs ROP
-16.6%
+63.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.1% | -12.3% |
| 7D | +2.3% | -8.0% | +10.3% | +6.1% |
| 30D | +20.0% | -2.7% | +22.7% | +20.8% |
| 3M | -32.7% | +16.6% | -49.3% | -44.7% |
| 6M | +13.3% | +10.4% | +3.0% | -3.8% |
| YTD | +133.2% | -12.1% | +145.3% | +145.4% |
| 1Y | +357.3% | -23.6% | +380.9% | +470.8% |
| 3Y | +452.7% | -19.3% | +472.0% | +539.5% |
| 5Y | +47.2% | -15.4% | +62.6% | +45.6% |
| All | +47.2% | -16.6% | +63.8% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling