+238.9%
CRM vs KORU
+92.5%
+146.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.0% | -7.0% | +0.9% |
| 7D | -4.4% | -1.7% | -2.7% | -4.4% |
| 30D | +28.1% | +13.5% | +14.6% | +24.9% |
| 3M | +48.8% | -45.2% | +94.0% | +48.8% |
| 6M | +28.3% | +17.1% | +11.1% | +1.3% |
| YTD | -6.0% | +154.1% | -160.2% | -39.0% |
| 1Y | +1.4% | +375.7% | -374.2% | -43.1% |
| 3Y | +11.8% | +474.0% | -462.2% | -44.8% |
| 5Y | -2.0% | +60.4% | -62.4% | -42.3% |
| All | +238.9% | +92.5% | +146.4% | +57.8% |
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 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