-14.3%
KORU vs CB
+248.4%
-262.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.3% | +18.1% | +18.2% |
| 7D | -18.1% | -1.0% | -17.1% | -17.4% |
| 30D | -45.7% | +7.3% | -53.1% | -49.0% |
| 3M | -51.6% | +7.0% | -58.6% | -55.1% |
| 6M | -82.6% | +16.3% | -99.0% | -86.4% |
| YTD | -5.9% | +19.7% | -25.7% | -30.4% |
| 1Y | +3.3% | +27.8% | -24.5% | -28.7% |
| 3Y | +154.5% | +72.0% | +82.5% | +18.3% |
| 5Y | -26.6% | +104.9% | -131.4% | -72.3% |
| 10Y | -14.3% | +246.7% | -261.0% | -79.7% |
| All | -14.3% | +248.4% | -262.7% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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