+482.2%
KORU vs CAG
-13.1%
+495.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +12.7% |
| 7D | +13.0% | -3.8% | +16.8% | +9.6% |
| 30D | +27.3% | +3.1% | +24.1% | +30.2% |
| 3M | -55.3% | +23.5% | -78.8% | -45.2% |
| 6M | +11.6% | -14.8% | +26.4% | +39.8% |
| YTD | +158.5% | -5.4% | +164.0% | +233.6% |
| 1Y | +482.2% | -11.8% | +494.0% | +642.5% |
| All | +482.2% | -13.1% | +495.2% | +642.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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