+47.2%
KORU vs CAG
-42.8%
+90.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -12.7% |
| 7D | +2.3% | -5.9% | +8.2% | +1.8% |
| 30D | +20.0% | -1.5% | +21.6% | +19.7% |
| 3M | -32.7% | +11.5% | -44.2% | -32.6% |
| 6M | +13.3% | -15.7% | +29.0% | +20.7% |
| YTD | +133.2% | -10.2% | +143.4% | +145.1% |
| 1Y | +357.3% | -18.1% | +375.3% | +389.4% |
| 3Y | +452.7% | -39.4% | +492.1% | +529.8% |
| 5Y | +47.2% | -42.6% | +89.8% | +67.3% |
| All | +47.2% | -42.8% | +90.0% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling