+22.5%
KORU vs COF
-4.4%
+27.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.1% | -4.1% |
| 7D | -24.3% | +0.7% | -25.0% | -24.8% |
| 30D | -54.2% | +5.7% | -59.9% | -56.9% |
| 3M | -45.4% | -6.7% | -38.7% | -41.5% |
| 6M | -66.5% | +9.5% | -75.9% | -69.8% |
| YTD | +14.9% | -13.9% | +28.8% | +15.8% |
| 1Y | +22.5% | -5.1% | +27.6% | +7.7% |
| All | +22.5% | -4.4% | +27.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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