+56.9%
KORU vs RJF
+104.0%
-47.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -2.7% | +1.0% | +0.9% |
| 30D | +13.5% | -4.3% | +17.8% | +17.5% |
| 3M | -45.2% | +15.7% | -60.9% | -54.4% |
| 6M | +17.1% | +17.8% | -0.7% | -3.9% |
| YTD | +154.1% | +9.2% | +145.0% | +124.5% |
| 1Y | +375.7% | +2.8% | +372.9% | +343.5% |
| 3Y | +474.0% | +69.5% | +404.6% | +204.5% |
| All | +56.9% | +104.0% | -47.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling