-3.8%
KORU vs CF
+53.7%
-57.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -3.2% |
| 7D | +24.3% | +5.4% | +19.0% | +32.9% |
| 30D | -44.8% | +6.5% | -51.4% | -36.3% |
| 3M | -60.0% | +4.6% | -64.7% | -53.8% |
| 6M | -78.7% | -3.3% | -75.4% | -76.6% |
| YTD | -10.6% | +63.9% | -74.4% | +4.6% |
| 1Y | -3.8% | +50.4% | -54.2% | +10.3% |
| All | -3.8% | +53.7% | -57.5% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling