+29.3%
KORU vs RF
+480.0%
-450.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.1% | +13.5% | +13.5% |
| 7D | +13.0% | +1.3% | +11.7% | +11.9% |
| 30D | +27.3% | -3.6% | +30.9% | +30.8% |
| 3M | -55.3% | +8.1% | -63.4% | -59.4% |
| 6M | +11.6% | +11.5% | +0.1% | -1.0% |
| YTD | +158.5% | +15.6% | +143.0% | +122.7% |
| 1Y | +482.2% | +15.7% | +466.5% | +395.6% |
| 3Y | +471.9% | +86.9% | +385.0% | +217.3% |
| 5Y | +41.1% | +89.8% | -48.7% | -21.2% |
| 10Y | +80.2% | +344.7% | -264.5% | -48.7% |
| All | +29.3% | +480.0% | -450.6% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling