+31.4%
KORU vs CCI
+73.5%
-42.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +24.3% | +0.2% | +24.1% | +23.9% |
| 30D | +37.3% | +0.5% | +36.8% | +36.7% |
| 3M | -32.8% | -16.3% | -16.5% | -28.1% |
| 6M | +36.9% | -13.9% | +50.9% | +39.0% |
| YTD | +162.6% | -12.4% | +175.1% | +158.1% |
| 1Y | +467.0% | -15.2% | +482.2% | +467.7% |
| 3Y | +522.4% | -9.9% | +532.2% | +446.9% |
| 5Y | +57.9% | -50.8% | +108.7% | +153.9% |
| 10Y | +70.8% | +18.3% | +52.5% | +21.9% |
| All | +31.4% | +73.5% | -42.2% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling