+522.4%
KORU vs USFD
+162.9%
+359.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | +24.3% | -3.3% | +27.6% | +26.5% |
| 30D | +37.3% | -5.3% | +42.6% | +41.6% |
| 3M | -32.8% | +18.8% | -51.6% | -42.7% |
| 6M | +36.9% | +14.3% | +22.6% | +19.1% |
| YTD | +162.6% | +36.9% | +125.8% | +97.5% |
| 1Y | +467.0% | +31.7% | +435.3% | +334.6% |
| 3Y | +522.4% | +164.5% | +357.9% | +144.3% |
| All | +522.4% | +162.9% | +359.4% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling