+426.7%
KORU vs RJF
+69.1%
+357.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.1% | -11.4% | -11.7% |
| 7D | +2.3% | -4.2% | +6.5% | +5.4% |
| 30D | +20.0% | -3.6% | +23.6% | +22.8% |
| 3M | -32.7% | +15.6% | -48.4% | -42.1% |
| 6M | +13.3% | +17.6% | -4.3% | -3.7% |
| YTD | +133.2% | +9.2% | +124.0% | +110.8% |
| 1Y | +357.3% | +5.5% | +351.8% | +323.5% |
| All | +426.7% | +69.1% | +357.7% | +221.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling