-57.7%
KORU vs CAPR
-80.9%
+23.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.9% | +1.5% | -5.1% |
| 7D | +11.1% | +5.9% | +5.3% | +11.0% |
| 30D | -40.6% | +44.6% | -85.2% | -41.5% |
| 3M | -63.9% | +126.4% | -190.3% | -65.3% |
| 6M | -82.8% | -68.6% | -14.2% | -82.4% |
| YTD | -15.4% | -67.0% | +51.6% | -13.8% |
| 1Y | -3.3% | +65.2% | -68.4% | -15.4% |
| 3Y | +136.2% | +235.6% | -99.4% | +86.0% |
| 5Y | -36.7% | +175.4% | -212.1% | -50.9% |
| 10Y | -22.9% | -65.0% | +42.1% | -46.2% |
| All | -57.7% | -80.9% | +23.3% | -69.2% |
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