+515.7%
KORU vs RF
+92.1%
+423.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.1% | +13.5% | +13.5% |
| 7D | +13.0% | +1.3% | +11.7% | +12.1% |
| 30D | +27.3% | -3.6% | +30.9% | +30.1% |
| 3M | -55.3% | +8.1% | -63.4% | -58.8% |
| 6M | +11.6% | +11.5% | +0.1% | 0.0% |
| YTD | +158.5% | +15.6% | +143.0% | +125.9% |
| 1Y | +482.2% | +15.7% | +466.5% | +405.4% |
| All | +515.7% | +92.1% | +423.7% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling