+67.7%
KORU vs CCL
+1.3%
+66.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.9% |
| 7D | +20.1% | -4.4% | +24.5% | +23.6% |
| 30D | +47.5% | -18.2% | +65.7% | +68.1% |
| 3M | -30.1% | -17.7% | -12.3% | -19.1% |
| 6M | +20.1% | -13.0% | +33.1% | +40.4% |
| YTD | +166.6% | -24.5% | +191.1% | +236.8% |
| 1Y | +458.9% | -26.9% | +485.9% | +612.0% |
| 3Y | +531.8% | +50.8% | +481.0% | +408.9% |
| 5Y | +67.7% | -0.9% | +68.6% | +46.4% |
| All | +67.7% | +1.3% | +66.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling