+56.9%
KORU vs EFX
-36.2%
+93.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.7% |
| 7D | -1.7% | -4.5% | +2.8% | +0.5% |
| 30D | +13.5% | -6.1% | +19.6% | +15.5% |
| 3M | -45.2% | +6.2% | -51.4% | -51.8% |
| 6M | +17.1% | -11.2% | +28.3% | +15.2% |
| YTD | +154.1% | -21.4% | +175.5% | +168.3% |
| 1Y | +375.7% | -34.3% | +410.0% | +473.2% |
| 3Y | +474.0% | -12.5% | +486.5% | +407.2% |
| All | +56.9% | -36.2% | +93.1% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling