+515.7%
KORU vs F
+47.7%
+468.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.5% | +12.0% | +12.1% |
| 7D | +13.0% | +5.3% | +7.7% | +7.9% |
| 30D | +27.3% | +4.6% | +22.7% | +22.3% |
| 3M | -55.3% | -3.7% | -51.6% | -52.7% |
| 6M | +11.6% | +16.8% | -5.2% | +0.3% |
| YTD | +158.5% | +15.3% | +143.2% | +141.1% |
| 1Y | +482.2% | +31.0% | +451.1% | +391.7% |
| All | +515.7% | +47.7% | +468.0% | +338.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling