-11.2%
CRM vs KORU
-19.7%
+8.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -37.4% | +35.3% | -3.4% |
| 7D | -3.7% | -48.7% | +45.0% | -5.7% |
| 30D | -1.1% | -68.9% | +67.8% | -4.8% |
| 3M | +15.5% | -64.6% | +80.0% | +12.4% |
| 6M | +19.5% | -82.2% | +101.6% | +16.6% |
| YTD | -15.5% | -28.1% | +12.6% | -23.2% |
| 1Y | -11.2% | -25.1% | +13.9% | -20.6% |
| All | -11.2% | -19.7% | +8.5% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling