+82.9%
KORU vs CAG
-36.2%
+119.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.1% |
| 7D | -1.7% | -5.7% | +4.0% | -0.7% |
| 30D | +13.5% | -2.4% | +15.9% | +13.9% |
| 3M | -45.2% | +9.8% | -55.0% | -47.2% |
| 6M | +17.1% | -10.8% | +28.0% | +19.2% |
| YTD | +154.1% | -10.8% | +165.0% | +158.0% |
| 1Y | +375.7% | -19.0% | +394.6% | +394.3% |
| 3Y | +474.0% | -39.7% | +513.7% | +541.7% |
| 5Y | +60.4% | -43.0% | +103.4% | +82.2% |
| All | +82.9% | -36.2% | +119.1% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling