-27.8%
KORU vs USFD
+369.2%
-397.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.2% | -6.2% |
| 7D | -34.5% | +8.4% | -42.9% | -37.8% |
| 30D | -59.6% | +12.7% | -72.4% | -63.3% |
| 3M | -56.1% | +1.1% | -57.2% | -56.9% |
| 6M | -84.7% | +30.2% | -114.8% | -88.2% |
| YTD | -20.6% | +45.8% | -66.4% | -43.8% |
| 1Y | -13.9% | +51.9% | -65.8% | -41.3% |
| 3Y | +114.9% | +158.5% | -43.6% | -2.6% |
| 5Y | -36.0% | +208.0% | -244.0% | -73.6% |
| 10Y | -27.8% | +376.6% | -404.4% | -76.5% |
| All | -27.8% | +369.2% | -397.1% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling