-52.9%
KORU vs CAPR
-77.6%
+24.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +26.5% | -8.0% | +17.3% |
| 7D | -18.1% | +25.8% | -43.9% | -18.8% |
| 30D | -45.7% | +50.2% | -95.9% | -46.6% |
| 3M | -51.6% | +185.5% | -237.1% | -53.9% |
| 6M | -82.6% | -64.8% | -17.8% | -82.3% |
| YTD | -5.9% | -61.1% | +55.2% | -4.8% |
| 1Y | +3.3% | +81.0% | -77.7% | -10.0% |
| 3Y | +154.5% | +300.7% | -146.2% | +98.9% |
| 5Y | -26.6% | +223.3% | -249.9% | -43.4% |
| 10Y | -14.3% | -58.8% | +44.5% | -40.6% |
| All | -52.9% | -77.6% | +24.6% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling