-12.8%
KORU vs TOST
-9.1%
-3.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.4% |
| 7D | -34.5% | +3.0% | -37.5% | -34.0% |
| 30D | -59.6% | +10.3% | -69.9% | -58.5% |
| 3M | -56.1% | -3.3% | -52.8% | -56.0% |
| 6M | -84.7% | +37.8% | -122.5% | -83.9% |
| YTD | -20.6% | -2.8% | -17.8% | -18.7% |
| All | -12.8% | -9.1% | -3.7% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling