+474.0%
KORU vs CARR
+1.4%
+472.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.5% | +7.2% |
| 7D | -1.7% | -3.8% | +2.1% | +3.3% |
| 30D | +13.5% | -8.9% | +22.4% | +28.1% |
| 3M | -45.2% | -17.3% | -27.9% | -26.2% |
| 6M | +17.1% | -1.4% | +18.5% | +38.6% |
| YTD | +154.1% | +10.0% | +144.1% | +179.0% |
| 1Y | +375.7% | -6.4% | +382.0% | +491.4% |
| 3Y | +474.0% | +1.5% | +472.5% | +506.2% |
| All | +474.0% | +1.4% | +472.7% | +506.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling