-42.9%
KORU vs CF
+120.6%
-163.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.9% |
| 7D | -35.0% | -3.2% | -31.8% | -34.8% |
| 30D | -65.5% | +4.3% | -69.9% | -65.4% |
| 3M | -58.9% | +2.8% | -61.7% | -58.7% |
| 6M | -83.5% | +0.6% | -84.1% | -83.6% |
| YTD | -23.9% | +56.6% | -80.5% | -38.5% |
| 1Y | -12.4% | +49.6% | -62.1% | -28.3% |
| 3Y | +82.1% | +61.5% | +20.6% | +40.6% |
| All | -42.9% | +120.6% | -163.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling