+357.3%
KORU vs CCL
-27.7%
+385.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -11.4% |
| 7D | +2.3% | -4.3% | +6.6% | +7.7% |
| 30D | +20.0% | -19.0% | +39.0% | +52.3% |
| 3M | -32.7% | -13.1% | -19.6% | -18.6% |
| 6M | +13.3% | -13.3% | +26.6% | +41.8% |
| YTD | +133.2% | -25.2% | +158.4% | +215.5% |
| 1Y | +357.3% | -27.2% | +384.5% | +548.0% |
| All | +357.3% | -27.7% | +385.0% | +548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling