+375.7%
KORU vs CAG
-18.8%
+394.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +8.4% |
| 7D | -1.7% | -5.7% | +4.0% | -6.7% |
| 30D | +13.5% | -2.4% | +15.9% | +11.1% |
| 3M | -45.2% | +9.8% | -55.0% | -37.2% |
| 6M | +17.1% | -10.8% | +28.0% | +40.3% |
| YTD | +154.1% | -10.8% | +165.0% | +211.7% |
| 1Y | +375.7% | -19.0% | +394.6% | +475.3% |
| All | +375.7% | -18.8% | +394.5% | +475.3% |
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