+116.2%
KORU vs CART
+40.2%
+76.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.7% | +17.8% | +18.2% |
| 7D | -18.1% | -0.6% | -17.5% | -17.6% |
| 30D | -45.7% | +23.1% | -68.8% | -48.9% |
| 3M | -51.6% | +19.2% | -70.8% | -54.3% |
| 6M | -82.6% | +45.7% | -128.3% | -84.8% |
| YTD | -5.9% | +30.9% | -36.8% | -15.8% |
| 1Y | +3.3% | +50.2% | -46.9% | -13.0% |
| 3Y | +154.5% | +133.5% | +21.0% | +80.3% |
| All | +116.2% | +40.2% | +76.0% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling