+375.7%
KORU vs CARR
-5.9%
+381.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.5% | +6.3% |
| 7D | -1.7% | -3.8% | +2.1% | +5.9% |
| 30D | +13.5% | -8.9% | +22.4% | +36.1% |
| 3M | -45.2% | -17.3% | -27.9% | -15.3% |
| 6M | +17.1% | -1.4% | +18.5% | +46.2% |
| YTD | +154.1% | +10.0% | +144.1% | +202.8% |
| 1Y | +375.7% | -6.4% | +382.0% | +556.4% |
| All | +375.7% | -5.9% | +381.6% | +556.4% |
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