-16.2%
KORU vs CAPR
-63.2%
+47.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.7% | +3.8% | -4.5% |
| 7D | +24.3% | +19.1% | +5.3% | +23.5% |
| 30D | -44.8% | +48.8% | -93.7% | -45.8% |
| 3M | -60.0% | +144.4% | -204.4% | -61.8% |
| 6M | -78.7% | -67.5% | -11.2% | -78.2% |
| YTD | -10.6% | -64.5% | +54.0% | -9.1% |
| 1Y | -3.8% | +74.4% | -78.2% | -16.8% |
| 3Y | +142.0% | +265.7% | -123.7% | +84.4% |
| 5Y | -33.1% | +196.0% | -229.0% | -49.9% |
| All | -16.2% | -63.2% | +47.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling