+474.0%
KORU vs COF
+116.3%
+357.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.5% |
| 7D | -1.7% | -5.1% | +3.4% | +2.5% |
| 30D | +13.5% | -6.0% | +19.6% | +18.8% |
| 3M | -45.2% | +14.8% | -60.0% | -51.0% |
| 6M | +17.1% | +15.3% | +1.8% | +6.1% |
| YTD | +154.1% | -13.0% | +167.2% | +176.6% |
| 1Y | +375.7% | -5.7% | +381.4% | +386.6% |
| 3Y | +474.0% | +118.1% | +355.9% | +243.0% |
| All | +474.0% | +116.3% | +357.7% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling