-36.9%
KORU vs TOST
-27.7%
-9.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.7% |
| 7D | +11.1% | 0.0% | +11.1% | +11.0% |
| 30D | -40.6% | +16.2% | -56.8% | -44.6% |
| 3M | -63.9% | -1.5% | -62.4% | -64.3% |
| 6M | -82.8% | +55.3% | -138.1% | -86.2% |
| YTD | -15.4% | -2.3% | -13.1% | -20.7% |
| 1Y | -3.3% | -5.5% | +2.3% | -8.0% |
| 3Y | +136.2% | +151.1% | -15.0% | +37.0% |
| All | -36.9% | -27.7% | -9.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling