+22.5%
KORU vs CART
+61.3%
-38.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.8% | -5.3% |
| 7D | -24.3% | +1.4% | -25.7% | -24.3% |
| 30D | -54.2% | +29.7% | -83.9% | -54.2% |
| 3M | -45.4% | +29.7% | -75.2% | -45.8% |
| 6M | -66.5% | +36.8% | -103.2% | -67.5% |
| YTD | +14.9% | +31.7% | -16.8% | +6.5% |
| 1Y | +22.5% | +62.4% | -39.8% | +8.2% |
| All | +22.5% | +61.3% | -38.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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