-36.9%
KORU vs CCI
-35.6%
-1.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | +11.1% | +2.5% | +8.6% | +10.1% |
| 30D | -40.6% | +14.4% | -55.0% | -43.5% |
| 3M | -63.9% | +21.7% | -85.6% | -66.4% |
| 6M | -82.8% | +4.0% | -86.8% | -83.7% |
| YTD | -15.4% | +6.2% | -21.6% | -22.2% |
| 1Y | -3.3% | +5.4% | -8.7% | -10.5% |
| 3Y | +136.2% | +11.7% | +124.4% | +92.2% |
| All | -36.9% | -35.6% | -1.3% | -10.7% |
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