+22.5%
KORU vs F
+2.7%
+19.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -9.3% |
| 7D | -24.3% | +6.0% | -30.3% | -31.2% |
| 30D | -54.2% | +4.3% | -58.5% | -57.9% |
| 3M | -45.4% | -10.1% | -35.4% | -37.8% |
| 6M | -66.5% | +12.8% | -79.2% | -76.4% |
| YTD | +14.9% | -0.1% | +15.0% | +11.6% |
| 1Y | +22.5% | +3.7% | +18.9% | +15.2% |
| All | +22.5% | +2.7% | +19.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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