+201.7%
CAT vs KORU
+518.0%
-316.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.4% | -11.7% | -0.3% |
| 7D | +1.7% | +13.0% | -11.3% | -0.3% |
| 30D | -6.6% | +27.3% | -33.8% | -10.8% |
| 3M | -13.3% | -55.3% | +42.0% | -10.4% |
| 6M | +11.6% | +11.6% | 0.0% | -7.3% |
| YTD | +42.9% | +158.5% | -115.6% | -0.7% |
| 1Y | +95.4% | +482.2% | -386.7% | +15.7% |
| All | +201.7% | +518.0% | -316.4% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling