+56.9%
KORU vs CDE
+196.4%
-139.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +8.3% |
| 7D | -1.7% | -3.1% | +1.4% | +0.2% |
| 30D | +13.5% | +9.5% | +4.1% | +9.0% |
| 3M | -45.2% | +25.5% | -70.7% | -49.7% |
| 6M | +17.1% | -7.9% | +25.0% | +33.6% |
| YTD | +154.1% | +15.6% | +138.6% | +167.3% |
| 1Y | +375.7% | +34.0% | +341.6% | +356.7% |
| 3Y | +474.0% | +791.9% | -317.9% | +112.4% |
| All | +56.9% | +196.4% | -139.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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