+522.4%
KORU vs CASY
+209.8%
+312.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.6% |
| 7D | +24.3% | -4.4% | +28.7% | +26.0% |
| 30D | +37.3% | -12.0% | +49.4% | +42.9% |
| 3M | -32.8% | -2.3% | -30.5% | -36.0% |
| 6M | +36.9% | +10.5% | +26.4% | +23.6% |
| YTD | +162.6% | +33.0% | +129.6% | +118.1% |
| 1Y | +467.0% | +41.1% | +425.9% | +351.8% |
| 3Y | +522.4% | +207.5% | +314.9% | +286.9% |
| All | +522.4% | +209.8% | +312.6% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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