-9.4%
CRM vs KORU
+28.2%
-37.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +2.0% |
| 7D | -6.2% | -24.3% | +18.1% | -7.2% |
| 30D | -1.2% | -54.2% | +53.0% | -3.8% |
| 3M | +19.1% | -45.4% | +64.6% | +17.4% |
| 6M | +23.0% | -66.5% | +89.4% | +21.4% |
| YTD | -13.7% | +14.9% | -28.6% | -20.5% |
| All | -9.4% | +28.2% | -37.6% | -17.8% |
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