+607.1%
KORU vs CAI
-11.0%
+618.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.4% |
| 7D | +20.1% | -3.1% | +23.2% | +21.1% |
| 30D | +47.5% | +2.7% | +44.8% | +46.5% |
| 3M | -30.1% | +41.7% | -71.7% | -36.8% |
| 6M | +20.1% | +26.5% | -6.3% | +10.3% |
| YTD | +166.6% | -10.9% | +177.5% | +160.3% |
| 1Y | +458.9% | -29.2% | +488.2% | +464.8% |
| All | +607.1% | -11.0% | +618.1% | +583.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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