+136.2%
KORU vs CART
+135.4%
+0.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +11.1% | +1.3% | +9.9% | +10.8% |
| 30D | -40.6% | +19.2% | -59.8% | -43.4% |
| 3M | -63.9% | +17.6% | -81.4% | -65.7% |
| 6M | -82.8% | +47.4% | -130.2% | -85.1% |
| YTD | -15.4% | +30.9% | -46.3% | -24.0% |
| 1Y | -3.3% | +46.0% | -49.2% | -17.3% |
| 3Y | +136.2% | +130.3% | +5.8% | +77.5% |
| All | +136.2% | +135.4% | +0.8% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling