+29.3%
KORU vs F
+122.7%
-93.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.5% | +12.0% | +12.1% |
| 7D | +13.0% | +5.3% | +7.7% | +8.0% |
| 30D | +27.3% | +4.6% | +22.7% | +22.4% |
| 3M | -55.3% | -3.7% | -51.6% | -52.6% |
| 6M | +11.6% | +16.8% | -5.2% | +1.6% |
| YTD | +158.5% | +15.3% | +143.2% | +145.0% |
| 1Y | +482.2% | +31.0% | +451.1% | +385.0% |
| 3Y | +471.9% | +45.4% | +426.5% | +308.0% |
| 5Y | +41.1% | +54.7% | -13.5% | -12.1% |
| 10Y | +80.2% | +98.2% | -18.0% | -25.3% |
| All | +29.3% | +122.7% | -93.4% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling