+375.7%
KORU vs COF
-4.6%
+380.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.4% |
| 7D | -1.7% | -5.1% | +3.4% | +3.2% |
| 30D | +13.5% | -6.0% | +19.6% | +19.6% |
| 3M | -45.2% | +14.8% | -60.0% | -52.3% |
| 6M | +17.1% | +15.3% | +1.8% | +3.0% |
| YTD | +154.1% | -13.0% | +167.2% | +155.6% |
| 1Y | +375.7% | -5.7% | +381.4% | +340.9% |
| All | +375.7% | -4.6% | +380.2% | +340.9% |
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 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