-36.8%
KORU vs TOST
-47.7%
+11.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.2% | +19.7% | +18.9% |
| 7D | -18.1% | -3.6% | -14.5% | -16.9% |
| 30D | -45.7% | +8.9% | -54.6% | -47.9% |
| 3M | -51.6% | -2.2% | -49.4% | -52.0% |
| 6M | -82.6% | +41.0% | -123.6% | -85.4% |
| YTD | -5.9% | -4.0% | -2.0% | -11.1% |
| 1Y | +3.3% | -9.6% | +12.9% | +0.3% |
| 3Y | +154.5% | +141.7% | +12.8% | +52.0% |
| 5Y | -26.6% | -29.5% | +2.9% | -43.1% |
| All | -36.8% | -47.7% | +11.0% | -46.5% |
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