+426.7%
KORU vs CAG
-39.3%
+466.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -13.4% |
| 7D | +2.3% | -5.9% | +8.2% | +0.2% |
| 30D | +20.0% | -1.5% | +21.6% | +19.2% |
| 3M | -32.7% | +11.5% | -44.2% | -29.3% |
| 6M | +13.3% | -15.7% | +29.0% | +22.5% |
| YTD | +133.2% | -10.2% | +143.4% | +152.1% |
| 1Y | +357.3% | -18.1% | +375.3% | +396.7% |
| All | +426.7% | -39.3% | +466.0% | +491.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling