-14.3%
KORU vs F
+74.7%
-89.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.2% | +18.7% | +18.7% |
| 7D | -18.1% | -2.1% | -16.0% | -16.0% |
| 30D | -45.7% | +3.3% | -49.1% | -47.7% |
| 3M | -51.6% | -11.3% | -40.3% | -46.6% |
| 6M | -82.6% | +5.3% | -87.9% | -83.2% |
| YTD | -5.9% | -2.2% | -3.7% | +2.5% |
| 1Y | +3.3% | -3.5% | +6.8% | +13.7% |
| 3Y | +154.5% | +49.5% | +105.0% | +79.1% |
| 5Y | -26.6% | -13.5% | -13.1% | -19.6% |
| 10Y | -14.3% | +69.0% | -83.3% | -63.4% |
| All | -14.3% | +74.7% | -89.0% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling