+56.9%
KORU vs CAH
+393.5%
-336.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.6% | +9.2% |
| 7D | -1.7% | -5.1% | +3.4% | -0.2% |
| 30D | +13.5% | +0.2% | +13.4% | +13.4% |
| 3M | -45.2% | +6.3% | -51.5% | -46.9% |
| 6M | +17.1% | +9.4% | +7.7% | +11.6% |
| YTD | +154.1% | +15.0% | +139.2% | +139.1% |
| 1Y | +375.7% | +55.4% | +320.2% | +283.8% |
| 3Y | +474.0% | +173.8% | +300.2% | +210.0% |
| All | +56.9% | +393.5% | -336.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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