-43.1%
KORU vs TOST
-46.7%
+3.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.3% | +11.0% | +11.2% |
| 7D | -25.8% | +4.0% | -29.9% | -27.0% |
| 30D | -56.9% | +11.1% | -68.0% | -58.9% |
| 3M | -55.7% | +0.8% | -56.5% | -56.6% |
| 6M | -83.7% | +38.8% | -122.5% | -86.2% |
| YTD | -15.3% | -2.1% | -13.2% | -20.5% |
| 1Y | +3.4% | -6.0% | +9.4% | -1.1% |
| 3Y | +133.8% | +149.8% | -16.0% | +37.9% |
| 5Y | -35.4% | -42.8% | +7.4% | -46.6% |
| All | -43.1% | -46.7% | +3.7% | -52.1% |
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