+485.9%
CRM vs KORU
+19.9%
+466.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.5% | +12.0% | +1.1% |
| 7D | -8.1% | +2.3% | -10.4% | -8.6% |
| 30D | +23.1% | +20.0% | +3.0% | +18.7% |
| 3M | +42.5% | -32.7% | +75.3% | +36.3% |
| 6M | +25.3% | +13.3% | +12.0% | -1.5% |
| YTD | -7.8% | +133.2% | -141.0% | -39.7% |
| 1Y | +1.0% | +357.3% | -356.2% | -43.3% |
| 3Y | +10.0% | +452.7% | -442.7% | -45.6% |
| 5Y | -3.9% | +47.2% | -51.1% | -42.8% |
| 10Y | +233.2% | +67.6% | +165.6% | +55.2% |
| All | +485.9% | +19.9% | +466.0% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling