+474.0%
KORU vs CBOE
+89.1%
+384.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.2% | +11.2% | +7.4% |
| 7D | -1.7% | -5.8% | +4.1% | -5.7% |
| 30D | +13.5% | -3.1% | +16.7% | +11.1% |
| 3M | -45.2% | -4.8% | -40.4% | -43.9% |
| 6M | +17.1% | -0.6% | +17.7% | +24.8% |
| YTD | +154.1% | +12.8% | +141.3% | +187.1% |
| 1Y | +375.7% | +19.8% | +355.9% | +452.6% |
| 3Y | +474.0% | +86.9% | +387.1% | +569.7% |
| All | +474.0% | +89.1% | +384.9% | +569.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling