+217.2%
CVX vs KORU
+76.6%
+140.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.5% | +12.0% | +0.9% |
| 7D | +0.7% | +2.3% | -1.6% | +0.2% |
| 30D | +9.1% | +20.0% | -10.9% | +5.8% |
| 3M | +13.1% | -32.7% | +45.8% | +9.4% |
| 6M | +16.3% | +13.3% | +2.9% | -6.5% |
| YTD | +43.5% | +133.2% | -89.7% | -2.6% |
| 1Y | +40.2% | +357.3% | -317.1% | -18.1% |
| 3Y | +44.2% | +452.7% | -408.4% | -26.8% |
| 5Y | +170.6% | +47.2% | +123.4% | +67.2% |
| All | +217.2% | +76.6% | +140.6% | +38.6% |
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 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