-27.3%
KORU vs RF
+277.2%
-304.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.2% | +9.1% | +9.4% |
| 7D | -25.8% | -0.1% | -25.7% | -25.0% |
| 30D | -56.9% | +7.0% | -63.9% | -59.2% |
| 3M | -55.7% | -7.0% | -48.7% | -52.9% |
| 6M | -83.7% | +6.8% | -90.5% | -85.2% |
| YTD | -15.3% | +9.9% | -25.2% | -24.2% |
| 1Y | +3.4% | +21.1% | -17.8% | -14.9% |
| 3Y | +133.8% | +119.6% | +14.1% | +10.3% |
| 5Y | -35.4% | +46.2% | -81.6% | -56.0% |
| 10Y | -27.3% | +261.5% | -288.8% | -69.2% |
| All | -27.3% | +277.2% | -304.5% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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