+67.9%
KORU vs CDNS
+1,042.5%
-974.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.1% | -12.6% | -12.7% |
| 7D | +2.3% | -6.5% | +8.9% | +9.3% |
| 30D | +20.0% | -13.0% | +33.0% | +39.6% |
| 3M | -32.7% | -26.0% | -6.7% | -4.7% |
| 6M | +13.3% | -2.8% | +16.2% | +33.2% |
| YTD | +133.2% | -8.8% | +142.0% | +190.6% |
| 1Y | +357.3% | -15.8% | +373.1% | +520.9% |
| 3Y | +452.7% | +19.7% | +432.9% | +383.7% |
| 5Y | +47.2% | +70.8% | -23.6% | -13.4% |
| All | +67.9% | +1,042.5% | -974.7% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling