+31.4%
KORU vs CAG
-7.2%
+38.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +24.3% | -5.3% | +29.6% | +25.8% |
| 30D | +37.3% | +1.0% | +36.3% | +36.8% |
| 3M | -32.8% | +17.4% | -50.2% | -37.4% |
| 6M | +36.9% | -16.8% | +53.7% | +42.4% |
| YTD | +162.6% | -6.8% | +169.4% | +162.2% |
| 1Y | +467.0% | -15.4% | +482.4% | +482.2% |
| 3Y | +522.4% | -37.1% | +559.4% | +596.6% |
| 5Y | +57.9% | -41.3% | +99.1% | +80.4% |
| 10Y | +70.8% | -35.5% | +106.2% | +76.7% |
| All | +31.4% | -7.2% | +38.5% | +11.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling