-46.6%
KORU vs TOST
-47.1%
+0.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.0% |
| 7D | -34.5% | +3.0% | -37.5% | -35.3% |
| 30D | -59.6% | +10.3% | -69.9% | -61.4% |
| 3M | -56.1% | -3.3% | -52.8% | -56.2% |
| 6M | -84.7% | +37.8% | -122.5% | -87.0% |
| YTD | -20.6% | -2.8% | -17.8% | -25.3% |
| 1Y | -13.9% | -9.6% | -4.3% | -16.2% |
| 3Y | +114.9% | +144.6% | -29.8% | +27.9% |
| 5Y | -36.0% | -31.0% | -5.0% | -50.1% |
| All | -46.6% | -47.1% | +0.5% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling