+1,167.8%
CAT vs KORU
+78.9%
+1,088.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.8% |
| 7D | +5.6% | +24.3% | -18.7% | +1.4% |
| 30D | -2.3% | +37.3% | -39.7% | -9.0% |
| 3M | -10.0% | -32.8% | +22.8% | -11.1% |
| 6M | +21.2% | +36.9% | -15.7% | -6.5% |
| YTD | +44.4% | +162.6% | -118.2% | -5.6% |
| 1Y | +96.3% | +467.0% | -370.7% | +7.7% |
| 3Y | +203.9% | +522.4% | -318.4% | +49.6% |
| 5Y | +333.5% | +57.9% | +275.6% | +159.1% |
| All | +1,167.8% | +78.9% | +1,088.9% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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