+482.2%
KORU vs ROST
+54.0%
+428.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.9% | +13.6% |
| 7D | +13.0% | +0.9% | +12.1% | +12.5% |
| 30D | +27.3% | -8.9% | +36.2% | +32.5% |
| 3M | -55.3% | -0.8% | -54.5% | -55.8% |
| 6M | +11.6% | +8.5% | +3.1% | -2.6% |
| YTD | +158.5% | +28.6% | +130.0% | +95.7% |
| 1Y | +482.2% | +52.3% | +429.8% | +280.3% |
| All | +482.2% | +54.0% | +428.2% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling