+125.0%
KORU vs CEG
+703.5%
-578.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.5% |
| 7D | +20.1% | +1.3% | +18.8% | +19.4% |
| 30D | +47.5% | +8.8% | +38.6% | +41.9% |
| 3M | -30.1% | +17.0% | -47.0% | -33.7% |
| 6M | +20.1% | -8.7% | +28.9% | +30.7% |
| YTD | +166.6% | -16.4% | +183.0% | +200.3% |
| 1Y | +458.9% | -1.8% | +460.7% | +486.6% |
| 3Y | +531.8% | +175.8% | +356.0% | +239.4% |
| All | +125.0% | +703.5% | -578.4% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling