-20.7%
KORU vs RF
+223.4%
-244.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.5% |
| 7D | +11.1% | +1.9% | +9.2% | +9.5% |
| 30D | -40.6% | +7.3% | -47.9% | -43.9% |
| 3M | -63.9% | -7.9% | -56.0% | -61.3% |
| 6M | -82.8% | +10.5% | -93.3% | -84.8% |
| YTD | -15.4% | +9.6% | -25.0% | -24.2% |
| 1Y | -3.3% | +20.3% | -23.6% | -20.2% |
| 3Y | +136.2% | +119.5% | +16.6% | +10.3% |
| 5Y | -36.7% | +48.2% | -84.9% | -57.7% |
| All | -20.7% | +223.4% | -244.1% | -70.2% |
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