+33.3%
KORU vs CAH
+685.2%
-651.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +20.1% | -2.2% | +22.3% | +21.7% |
| 30D | +47.5% | +1.2% | +46.3% | +45.7% |
| 3M | -30.1% | +13.1% | -43.2% | -36.8% |
| 6M | +20.1% | +8.5% | +11.7% | +9.3% |
| YTD | +166.6% | +17.6% | +149.0% | +130.8% |
| 1Y | +458.9% | +60.7% | +398.3% | +279.1% |
| 3Y | +531.8% | +183.2% | +348.6% | +170.2% |
| 5Y | +67.7% | +402.2% | -334.5% | -54.4% |
| 10Y | +91.6% | +302.3% | -210.8% | -43.7% |
| All | +33.3% | +685.2% | -651.9% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling