+712.5%
CAT vs KORU
-28.2%
+740.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.3% | -4.1% | +5.2% |
| 7D | -2.4% | -25.8% | +23.4% | +1.5% |
| 30D | -25.0% | -56.9% | +31.9% | -15.0% |
| 3M | -28.7% | -55.7% | +27.0% | -21.8% |
| 6M | -33.0% | -83.7% | +50.7% | -22.3% |
| YTD | +5.4% | -15.3% | +20.7% | -19.4% |
| 1Y | +7.3% | +3.4% | +3.9% | -21.8% |
| 3Y | +166.0% | +133.8% | +32.3% | +49.0% |
| 5Y | +210.1% | -35.4% | +245.5% | +106.7% |
| 10Y | +712.5% | -27.3% | +739.8% | +362.1% |
| All | +712.5% | -28.2% | +740.7% | +362.1% |
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