+522.4%
KORU vs CAPR
+42.0%
+480.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +1.7% |
| 7D | +24.3% | -9.5% | +33.8% | +24.5% |
| 30D | +37.3% | +121.5% | -84.2% | +34.9% |
| 3M | -32.8% | -65.4% | +32.6% | -32.0% |
| 6M | +36.9% | -67.5% | +104.4% | +38.8% |
| YTD | +162.6% | -68.6% | +231.2% | +166.2% |
| 1Y | +467.0% | +42.7% | +424.4% | +442.9% |
| 3Y | +522.4% | +43.4% | +479.0% | +428.6% |
| All | +522.4% | +42.0% | +480.4% | +428.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling