+82.9%
KORU vs COF
+248.6%
-165.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.4% |
| 7D | -1.7% | -5.1% | +3.4% | +3.4% |
| 30D | +13.5% | -6.0% | +19.6% | +19.9% |
| 3M | -45.2% | +14.8% | -60.0% | -52.1% |
| 6M | +17.1% | +15.3% | +1.8% | +4.0% |
| YTD | +154.1% | -13.0% | +167.2% | +187.8% |
| 1Y | +375.7% | -5.7% | +381.4% | +396.4% |
| 3Y | +474.0% | +118.1% | +355.9% | +151.9% |
| 5Y | +60.4% | +46.2% | +14.2% | +4.3% |
| All | +82.9% | +248.6% | -165.7% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling