+22.5%
KORU vs CBOE
+39.5%
-17.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.5% | -5.0% |
| 7D | -24.3% | +7.7% | -32.0% | -16.6% |
| 30D | -54.2% | +24.4% | -78.6% | -40.2% |
| 3M | -45.4% | +20.0% | -65.5% | -30.6% |
| 6M | -66.5% | +2.4% | -68.8% | -58.5% |
| YTD | +14.9% | +38.5% | -23.7% | +95.4% |
| 1Y | +22.5% | +39.0% | -16.4% | +107.7% |
| All | +22.5% | +39.5% | -17.0% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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