+130.0%
CVX vs KORU
-38.2%
+168.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.1% | +1.7% |
| 7D | +3.4% | +11.1% | -7.7% | +3.2% |
| 30D | -1.0% | -40.6% | +39.6% | -0.4% |
| 3M | +12.2% | -63.9% | +76.1% | +13.5% |
| 6M | +20.3% | -82.8% | +103.2% | +21.5% |
| YTD | +48.3% | -15.4% | +63.7% | +28.5% |
| 1Y | +46.9% | -3.3% | +50.2% | +25.5% |
| 3Y | +73.1% | +136.2% | -63.1% | +27.7% |
| All | +130.0% | -38.2% | +168.2% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling