+375.7%
KORU vs ROST
+55.6%
+320.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.6% | +8.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +13.5% | -6.9% | +20.4% | +16.9% |
| 3M | -45.2% | -3.3% | -41.9% | -45.0% |
| 6M | +17.1% | +9.0% | +8.1% | +1.7% |
| YTD | +154.1% | +28.9% | +125.3% | +90.6% |
| 1Y | +375.7% | +54.0% | +321.7% | +202.5% |
| All | +375.7% | +55.6% | +320.1% | +202.5% |
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