+22.5%
KORU vs RJF
+7.8%
+14.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.3% | -9.6% | -6.6% |
| 7D | -24.3% | +7.2% | -31.5% | -25.9% |
| 30D | -54.2% | +4.9% | -59.1% | -54.8% |
| 3M | -45.4% | -5.5% | -39.9% | -43.6% |
| 6M | -66.5% | +8.0% | -74.4% | -68.2% |
| YTD | +14.9% | +6.2% | +8.7% | +4.7% |
| 1Y | +22.5% | +7.8% | +14.7% | +11.0% |
| All | +22.5% | +7.8% | +14.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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