+96.8%
KORU vs CEG
+681.8%
-584.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -11.0% |
| 7D | +2.3% | +0.3% | +2.0% | +2.5% |
| 30D | +20.0% | +2.9% | +17.1% | +19.3% |
| 3M | -32.7% | +18.2% | -50.9% | -36.4% |
| 6M | +13.3% | -9.5% | +22.9% | +24.3% |
| YTD | +133.2% | -18.7% | +151.9% | +167.2% |
| 1Y | +357.3% | -10.1% | +367.4% | +401.3% |
| 3Y | +452.7% | +168.3% | +284.3% | +202.0% |
| All | +96.8% | +681.8% | -584.9% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling