+467.0%
KORU vs TOST
-18.7%
+485.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.4% |
| 7D | +24.3% | -0.9% | +25.2% | +24.2% |
| 30D | +37.3% | -3.5% | +40.8% | +36.9% |
| 3M | -32.8% | +38.1% | -70.9% | -32.7% |
| 6M | +36.9% | +9.9% | +27.0% | +35.0% |
| YTD | +162.6% | -6.3% | +168.9% | +169.3% |
| 1Y | +467.0% | -18.3% | +485.3% | +475.2% |
| All | +467.0% | -18.7% | +485.8% | +475.2% |
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