+884.7%
KORU vs CARR
+414.1%
+470.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.3% | -10.5% |
| 7D | +2.3% | -4.1% | +6.4% | +6.5% |
| 30D | +20.0% | -11.0% | +31.0% | +33.6% |
| 3M | -32.7% | -16.4% | -16.4% | -16.0% |
| 6M | +13.3% | -2.4% | +15.7% | +29.8% |
| YTD | +133.2% | +8.4% | +124.8% | +150.2% |
| 1Y | +357.3% | -8.0% | +365.3% | +450.8% |
| 3Y | +452.7% | +0.6% | +452.1% | +515.6% |
| 5Y | +47.2% | +7.7% | +39.5% | +52.2% |
| All | +884.7% | +414.1% | +470.6% | +468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling