+67.7%
KORU vs F
+41.6%
+26.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +5.0% |
| 7D | +20.1% | -4.9% | +25.0% | +25.2% |
| 30D | +47.5% | -2.9% | +50.4% | +50.9% |
| 3M | -30.1% | -9.1% | -21.0% | -23.9% |
| 6M | +20.1% | +12.9% | +7.2% | +12.4% |
| YTD | +166.6% | +6.1% | +160.5% | +170.9% |
| 1Y | +458.9% | +22.5% | +436.4% | +402.3% |
| 3Y | +531.8% | +32.1% | +499.7% | +408.1% |
| 5Y | +67.7% | +43.7% | +23.9% | +15.6% |
| All | +67.7% | +41.6% | +26.1% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling