-30.1%
KORU vs COF
+16.5%
-46.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +3.3% |
| 7D | +20.1% | -2.7% | +22.7% | +23.6% |
| 30D | +47.5% | -3.4% | +50.8% | +51.0% |
| 3M | -30.1% | +15.4% | -45.5% | -50.4% |
| All | -30.1% | +16.5% | -46.5% | -50.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling