+33.3%
KORU vs RJF
+603.8%
-570.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.1% |
| 7D | +20.1% | -0.3% | +20.4% | +20.1% |
| 30D | +47.5% | -2.0% | +49.5% | +49.5% |
| 3M | -30.1% | +16.3% | -46.4% | -42.9% |
| 6M | +20.1% | +16.9% | +3.2% | -1.8% |
| YTD | +166.6% | +10.4% | +156.1% | +130.6% |
| 1Y | +458.9% | +7.4% | +451.5% | +394.5% |
| 3Y | +531.8% | +72.2% | +459.5% | +230.6% |
| 5Y | +67.7% | +105.1% | -37.4% | -25.9% |
| 10Y | +91.6% | +430.9% | -339.4% | -63.7% |
| All | +33.3% | +603.8% | -570.5% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling