+29.3%
KORU vs CF
+393.9%
-364.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.2% | +16.7% | +14.8% |
| 7D | +13.0% | +6.0% | +7.0% | +9.7% |
| 30D | +27.3% | +14.8% | +12.4% | +18.5% |
| 3M | -55.3% | +14.1% | -69.3% | -58.8% |
| 6M | +11.6% | +28.5% | -16.9% | -15.2% |
| YTD | +158.5% | +74.9% | +83.6% | +63.8% |
| 1Y | +482.2% | +61.7% | +420.5% | +282.0% |
| 3Y | +471.9% | +80.3% | +391.6% | +236.9% |
| 5Y | +41.1% | +226.0% | -184.8% | -49.6% |
| 10Y | +80.2% | +569.9% | -489.7% | -55.3% |
| All | +29.3% | +393.9% | -364.6% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling