-35.4%
KORU vs CB
+102.8%
-138.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.2% |
| 7D | -25.8% | -1.5% | -24.3% | -26.0% |
| 30D | -56.9% | +6.5% | -63.4% | -56.5% |
| 3M | -55.7% | +4.1% | -59.8% | -55.3% |
| 6M | -83.7% | +14.4% | -98.1% | -84.3% |
| YTD | -15.3% | +17.5% | -32.8% | -20.7% |
| 1Y | +3.4% | +27.5% | -24.2% | -8.2% |
| 3Y | +133.8% | +71.6% | +62.2% | +52.2% |
| 5Y | -35.4% | +100.6% | -136.0% | -65.4% |
| All | -35.4% | +102.8% | -138.2% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling