-8.2%
KORU vs RF
+20.4%
-28.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.2% | +9.1% | +10.3% |
| 7D | -25.8% | -0.1% | -25.7% | -25.4% |
| 30D | -56.9% | +7.0% | -63.9% | -57.7% |
| 3M | -55.7% | -7.0% | -48.7% | -54.2% |
| 6M | -83.7% | +6.8% | -90.5% | -85.4% |
| YTD | -15.3% | +9.9% | -25.2% | -30.1% |
| All | -8.2% | +20.4% | -28.6% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling