+82.9%
KORU vs CELH
+3,788.6%
-3,705.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +8.4% |
| 7D | -1.7% | -11.2% | +9.5% | +1.1% |
| 30D | +13.5% | -1.4% | +15.0% | +13.7% |
| 3M | -45.2% | -4.2% | -41.0% | -45.5% |
| 6M | +17.1% | -40.5% | +57.6% | +30.0% |
| YTD | +154.1% | -40.5% | +194.6% | +184.1% |
| 1Y | +375.7% | -53.0% | +428.7% | +457.4% |
| 3Y | +474.0% | -59.1% | +533.1% | +552.1% |
| 5Y | +60.4% | -10.7% | +71.1% | +42.8% |
| All | +82.9% | +3,788.6% | -3,705.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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