+82.9%
KORU vs CBOE
+368.5%
-285.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.2% | +11.2% | +9.6% |
| 7D | -1.7% | -5.8% | +4.1% | -0.2% |
| 30D | +13.5% | -3.1% | +16.7% | +14.2% |
| 3M | -45.2% | -4.8% | -40.4% | -45.8% |
| 6M | +17.1% | -0.6% | +17.7% | +10.7% |
| YTD | +154.1% | +12.8% | +141.3% | +124.8% |
| 1Y | +375.7% | +19.8% | +355.9% | +305.5% |
| 3Y | +474.0% | +86.9% | +387.1% | +253.3% |
| 5Y | +60.4% | +136.5% | -76.1% | -16.8% |
| All | +82.9% | +368.5% | -285.6% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling