+16.6%
KORU vs COF
+370.8%
-354.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.8% | -10.7% | -10.9% |
| 7D | +2.3% | -6.1% | +8.4% | +8.5% |
| 30D | +20.0% | -5.2% | +25.2% | +25.9% |
| 3M | -32.7% | +17.0% | -49.7% | -42.0% |
| 6M | +13.3% | +12.9% | +0.4% | +2.5% |
| YTD | +133.2% | -13.5% | +146.8% | +165.5% |
| 1Y | +357.3% | -5.9% | +363.1% | +378.0% |
| 3Y | +452.7% | +117.1% | +335.5% | +144.9% |
| 5Y | +47.2% | +45.4% | +1.8% | -3.5% |
| 10Y | +67.6% | +244.1% | -176.5% | -52.6% |
| All | +16.6% | +370.8% | -354.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling