+29.3%
KORU vs ROP
+258.7%
-229.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.6% | +17.0% | +17.1% |
| 7D | +13.0% | -4.4% | +17.4% | +17.9% |
| 30D | +27.3% | +3.2% | +24.0% | +21.4% |
| 3M | -55.3% | +23.1% | -78.3% | -69.2% |
| 6M | +11.6% | +13.3% | -1.7% | -17.8% |
| YTD | +158.5% | -7.9% | +166.4% | +134.4% |
| 1Y | +482.2% | -22.1% | +504.2% | +547.7% |
| 3Y | +471.9% | -16.8% | +488.7% | +492.9% |
| 5Y | +41.1% | -13.5% | +54.7% | +43.0% |
| 10Y | +80.2% | +137.7% | -57.5% | -44.1% |
| All | +29.3% | +258.7% | -229.4% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling