+47.2%
KORU vs ROST
+107.5%
-60.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.1% | -12.6% | -12.6% |
| 7D | +2.3% | -2.5% | +4.8% | +4.2% |
| 30D | +20.0% | -10.3% | +30.3% | +28.7% |
| 3M | -32.7% | -2.6% | -30.1% | -33.1% |
| 6M | +13.3% | +6.5% | +6.8% | +4.0% |
| YTD | +133.2% | +25.9% | +107.3% | +88.5% |
| 1Y | +357.3% | +52.3% | +304.9% | +217.0% |
| 3Y | +452.7% | +94.6% | +358.1% | +216.1% |
| 5Y | +47.2% | +111.1% | -63.9% | -27.0% |
| All | +47.2% | +107.5% | -60.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling