+482.2%
KORU vs CBOE
+29.2%
+453.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.5% | +13.4% |
| 7D | +13.0% | -3.6% | +16.6% | +9.5% |
| 30D | +27.3% | +5.1% | +22.2% | +33.5% |
| 3M | -55.3% | +4.6% | -59.9% | -49.9% |
| 6M | +11.6% | -0.3% | +11.9% | +29.1% |
| YTD | +158.5% | +19.8% | +138.8% | +253.5% |
| 1Y | +482.2% | +28.4% | +453.8% | +753.7% |
| All | +482.2% | +29.2% | +453.0% | +753.7% |
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