+22.5%
KORU vs USFD
+49.6%
-27.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.5% | -13.7% | -4.0% |
| 7D | -24.3% | +7.8% | -32.2% | -23.4% |
| 30D | -54.2% | +16.2% | -70.4% | -53.8% |
| 3M | -45.4% | +11.0% | -56.4% | -44.8% |
| 6M | -66.5% | +20.7% | -87.2% | -67.6% |
| YTD | +14.9% | +46.0% | -31.1% | +3.2% |
| 1Y | +22.5% | +49.8% | -27.3% | +8.6% |
| All | +22.5% | +49.6% | -27.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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