-61.9%
KORU vs RF
+439.7%
-501.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.1% |
| 7D | -35.0% | -0.9% | -34.1% | -34.0% |
| 30D | -65.5% | +6.0% | -71.6% | -67.1% |
| 3M | -58.9% | -8.9% | -50.0% | -55.8% |
| 6M | -83.5% | +2.3% | -85.9% | -84.5% |
| YTD | -23.9% | +7.6% | -31.4% | -30.4% |
| 1Y | -12.4% | +21.2% | -33.6% | -27.6% |
| 3Y | +82.1% | +108.5% | -26.4% | -7.1% |
| 5Y | -42.6% | +43.2% | -85.9% | -59.5% |
| 10Y | -37.4% | +288.1% | -325.5% | -80.2% |
| All | -61.9% | +439.7% | -501.7% | -90.8% |
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