-27.3%
KORU vs CF
+546.3%
-573.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.1% | +11.4% | +11.3% |
| 7D | -25.8% | -0.9% | -25.0% | -26.7% |
| 30D | -56.9% | +6.9% | -63.9% | -59.2% |
| 3M | -55.7% | +4.8% | -60.6% | -58.3% |
| 6M | -83.7% | +4.7% | -88.3% | -85.2% |
| YTD | -15.3% | +56.5% | -71.8% | -47.1% |
| 1Y | +3.4% | +48.4% | -45.1% | -33.6% |
| 3Y | +133.8% | +59.1% | +74.6% | +36.4% |
| 5Y | -35.4% | +109.5% | -144.9% | -73.6% |
| 10Y | -27.3% | +487.0% | -514.3% | -82.0% |
| All | -27.3% | +546.3% | -573.6% | -82.0% |
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