+82.9%
KORU vs RJF
+429.3%
-346.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -2.7% | +1.0% | +1.2% |
| 30D | +13.5% | -4.3% | +17.8% | +18.0% |
| 3M | -45.2% | +15.7% | -60.9% | -55.2% |
| 6M | +17.1% | +17.8% | -0.7% | -5.7% |
| YTD | +154.1% | +9.2% | +145.0% | +121.6% |
| 1Y | +375.7% | +2.8% | +372.9% | +339.2% |
| 3Y | +474.0% | +69.5% | +404.6% | +196.9% |
| 5Y | +60.4% | +105.9% | -45.5% | -32.5% |
| All | +82.9% | +429.3% | -346.4% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling