+674.0%
CAT vs KORU
-32.4%
+706.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.2% | +3.9% | -1.3% |
| 7D | -6.3% | -34.5% | +28.2% | -0.4% |
| 30D | -26.8% | -59.6% | +32.8% | -16.1% |
| 3M | -30.0% | -56.1% | +26.0% | -23.1% |
| 6M | -34.6% | -84.7% | +50.1% | -23.3% |
| YTD | +2.9% | -20.6% | +23.5% | -20.4% |
| 1Y | +3.3% | -13.9% | +17.2% | -21.9% |
| 3Y | +153.7% | +114.9% | +38.8% | +44.2% |
| 5Y | +207.3% | -36.0% | +243.3% | +104.5% |
| 10Y | +674.0% | -27.8% | +701.8% | +329.5% |
| All | +674.0% | -32.4% | +706.4% | +329.5% |
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