+166.0%
CAT vs KORU
+126.0%
+40.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.3% | -4.1% | +5.5% |
| 7D | -2.4% | -25.8% | +23.4% | +0.8% |
| 30D | -25.0% | -56.9% | +31.9% | -16.8% |
| 3M | -28.7% | -55.7% | +27.0% | -22.9% |
| 6M | -33.0% | -83.7% | +50.7% | -24.0% |
| YTD | +5.4% | -15.3% | +20.7% | -15.8% |
| 1Y | +7.3% | +3.4% | +3.9% | -17.8% |
| 3Y | +166.0% | +133.8% | +32.3% | +64.0% |
| All | +166.0% | +126.0% | +40.1% | +64.0% |
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