+55.4%
KORU vs USFD
+217.8%
-162.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.8% | +13.7% |
| 7D | +13.0% | -3.0% | +16.0% | +15.5% |
| 30D | +27.3% | +3.5% | +23.7% | +22.9% |
| 3M | -55.3% | +26.6% | -81.9% | -66.4% |
| 6M | +11.6% | +11.7% | -0.1% | -5.2% |
| YTD | +158.5% | +38.1% | +120.4% | +78.6% |
| 1Y | +482.2% | +33.4% | +448.8% | +308.5% |
| 3Y | +471.9% | +155.8% | +316.1% | +103.0% |
| All | +55.4% | +217.8% | -162.4% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling