+482.2%
KORU vs CARR
-3.6%
+485.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.1% | +12.4% | +11.5% |
| 7D | +13.0% | +1.6% | +11.4% | +10.3% |
| 30D | +27.3% | -8.7% | +36.0% | +51.0% |
| 3M | -55.3% | -12.6% | -42.7% | -36.4% |
| 6M | +11.6% | -1.5% | +13.1% | +34.4% |
| YTD | +158.5% | +14.3% | +144.2% | +190.0% |
| 1Y | +482.2% | -4.6% | +486.7% | +584.9% |
| All | +482.2% | -3.6% | +485.7% | +584.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling