-48.8%
KORU vs TOST
-46.9%
-2.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.4% |
| 7D | -35.0% | +9.4% | -44.4% | -37.3% |
| 30D | -65.5% | +13.5% | -79.0% | -67.4% |
| 3M | -58.9% | -0.1% | -58.7% | -59.6% |
| 6M | -83.5% | +22.5% | -106.0% | -85.6% |
| YTD | -23.9% | -2.4% | -21.5% | -28.5% |
| 1Y | -12.4% | -4.7% | -7.7% | -16.8% |
| 3Y | +82.1% | +103.2% | -21.1% | +17.0% |
| 5Y | -42.6% | -41.2% | -1.4% | -53.1% |
| All | -48.8% | -46.9% | -2.0% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling