+474.0%
KORU vs CCI
-10.3%
+484.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +9.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.8% |
| 30D | +13.5% | +2.2% | +11.3% | +13.6% |
| 3M | -45.2% | -16.9% | -28.3% | -44.1% |
| 6M | +17.1% | -11.5% | +28.7% | +15.5% |
| YTD | +154.1% | -12.8% | +167.0% | +150.2% |
| 1Y | +375.7% | -17.1% | +392.7% | +376.0% |
| 3Y | +474.0% | -9.6% | +483.7% | +438.9% |
| All | +474.0% | -10.3% | +484.3% | +438.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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