+503.5%
KORU vs CART
+14.3%
+489.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +3.5% |
| 7D | +24.3% | -4.1% | +28.4% | +25.8% |
| 30D | +37.3% | -4.3% | +41.7% | +38.7% |
| 3M | -32.8% | +13.1% | -45.9% | -36.3% |
| 6M | +36.9% | +26.0% | +10.9% | +24.1% |
| YTD | +162.6% | +6.7% | +155.9% | +150.5% |
| 1Y | +467.0% | +6.3% | +460.8% | +435.8% |
| All | +503.5% | +14.3% | +489.2% | +350.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling