+502.1%
KORU vs CCL
+48.2%
+453.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +3.2% |
| 7D | +20.1% | -4.4% | +24.5% | +24.3% |
| 30D | +47.5% | -18.2% | +65.7% | +72.6% |
| 3M | -30.1% | -17.7% | -12.3% | -16.7% |
| 6M | +20.1% | -13.0% | +33.1% | +43.3% |
| YTD | +166.6% | -24.5% | +191.1% | +244.6% |
| 1Y | +458.9% | -26.9% | +485.9% | +629.9% |
| All | +502.1% | +48.2% | +453.9% | +350.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling