+39.0%
KORU vs USFR
+27.6%
+11.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +20.1% | +0.1% | +20.0% | +20.1% |
| 30D | +47.5% | +0.3% | +47.2% | +47.5% |
| 3M | -30.1% | +1.0% | -31.0% | -30.1% |
| 6M | +20.1% | +1.9% | +18.2% | +20.0% |
| YTD | +166.6% | +2.7% | +163.9% | +166.0% |
| 1Y | +458.9% | +4.0% | +455.0% | +457.0% |
| 3Y | +531.8% | +14.0% | +517.7% | +523.7% |
| 5Y | +67.7% | +20.4% | +47.3% | +64.6% |
| 10Y | +91.6% | +28.0% | +63.6% | +86.9% |
| All | +39.0% | +27.6% | +11.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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