-11.9%
KORU vs CF
+470.5%
-482.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.7% | +17.7% | +18.2% |
| 7D | -18.1% | +10.4% | -28.5% | -22.6% |
| 30D | -45.7% | +7.6% | -53.3% | -48.7% |
| 3M | -51.6% | +5.2% | -56.7% | -54.3% |
| 6M | -82.6% | -0.1% | -82.5% | -83.8% |
| YTD | -5.9% | +61.7% | -67.6% | -42.2% |
| 1Y | +3.3% | +50.3% | -47.0% | -33.9% |
| 3Y | +154.5% | +66.0% | +88.5% | +45.2% |
| 5Y | -26.6% | +114.5% | -141.1% | -70.3% |
| All | -11.9% | +470.5% | -482.4% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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