+68.3%
KORU vs CCI
-49.9%
+118.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +20.1% | -0.3% | +20.4% | +20.1% |
| 30D | +47.5% | +2.1% | +45.3% | +46.2% |
| 3M | -30.1% | -17.8% | -12.2% | -26.1% |
| 6M | +20.1% | -14.2% | +34.3% | +21.3% |
| YTD | +166.6% | -13.3% | +179.9% | +164.2% |
| 1Y | +458.9% | -16.6% | +475.6% | +464.7% |
| 3Y | +531.8% | -10.8% | +542.6% | +467.5% |
| All | +68.3% | -49.9% | +118.2% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling