+16.6%
KORU vs CBOE
+847.1%
-830.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.5% | -11.0% | -12.1% |
| 7D | +2.3% | -3.7% | +6.0% | +3.4% |
| 30D | +20.0% | +2.0% | +18.0% | +19.3% |
| 3M | -32.7% | -4.2% | -28.5% | -33.5% |
| 6M | +13.3% | +1.2% | +12.1% | +6.8% |
| YTD | +133.2% | +15.4% | +117.8% | +106.0% |
| 1Y | +357.3% | +23.5% | +333.8% | +288.6% |
| 3Y | +452.7% | +93.2% | +359.5% | +248.4% |
| 5Y | +47.2% | +142.0% | -94.8% | -19.7% |
| 10Y | +67.6% | +379.2% | -311.6% | -30.3% |
| All | +16.6% | +847.1% | -830.4% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling