+494.1%
KORU vs CART
+21.6%
+472.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.3% | +14.7% | +13.8% |
| 7D | +13.0% | +1.0% | +12.0% | +12.6% |
| 30D | +27.3% | +12.6% | +14.7% | +21.9% |
| 3M | -55.3% | +23.1% | -78.4% | -58.6% |
| 6M | +11.6% | +39.5% | -27.9% | -2.1% |
| YTD | +158.5% | +13.5% | +145.0% | +142.1% |
| 1Y | +482.2% | +14.9% | +467.3% | +436.6% |
| All | +494.1% | +21.6% | +472.5% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling