-57.6%
KORU vs CB
+417.8%
-475.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.6% |
| 7D | -25.8% | -1.5% | -24.3% | -24.9% |
| 30D | -56.9% | +6.5% | -63.4% | -59.6% |
| 3M | -55.7% | +4.1% | -59.8% | -58.4% |
| 6M | -83.7% | +14.4% | -98.1% | -87.4% |
| YTD | -15.3% | +17.5% | -32.8% | -38.3% |
| 1Y | +3.4% | +27.5% | -24.2% | -31.2% |
| 3Y | +133.8% | +71.6% | +62.2% | +2.5% |
| 5Y | -35.4% | +100.6% | -136.0% | -76.7% |
| 10Y | -27.3% | +243.0% | -270.3% | -86.9% |
| All | -57.6% | +417.8% | -475.4% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling