+482.2%
KORU vs CEG
-3.0%
+485.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.9% | +8.6% | +8.2% |
| 7D | +13.0% | +8.0% | +5.0% | +4.2% |
| 30D | +27.3% | +12.9% | +14.3% | +13.8% |
| 3M | -55.3% | +13.2% | -68.4% | -58.1% |
| 6M | +11.6% | -7.0% | +18.6% | +20.4% |
| YTD | +158.5% | -15.0% | +173.5% | +188.3% |
| 1Y | +482.2% | -2.7% | +484.9% | +513.1% |
| All | +482.2% | -3.0% | +485.2% | +513.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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