+482.2%
KORU vs CFG
+40.4%
+441.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.1% | +13.5% | +13.5% |
| 7D | +13.0% | +1.5% | +11.5% | +11.5% |
| 30D | +27.3% | -3.8% | +31.1% | +32.3% |
| 3M | -55.3% | +11.5% | -66.8% | -60.9% |
| 6M | +11.6% | +19.2% | -7.6% | -10.3% |
| YTD | +158.5% | +23.7% | +134.8% | +105.9% |
| 1Y | +482.2% | +38.8% | +443.3% | +352.9% |
| All | +482.2% | +40.4% | +441.8% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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