+357.3%
KORU vs CEG
-6.8%
+364.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -9.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.7% |
| 30D | +20.0% | +2.9% | +17.1% | +18.3% |
| 3M | -32.7% | +18.2% | -50.9% | -39.7% |
| 6M | +13.3% | -9.5% | +22.9% | +27.7% |
| YTD | +133.2% | -18.7% | +151.9% | +172.9% |
| 1Y | +357.3% | -10.1% | +367.4% | +409.5% |
| All | +357.3% | -6.8% | +364.1% | +409.5% |
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