+67.9%
KORU vs CFG
+311.8%
-244.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.4% | -12.9% | -12.8% |
| 7D | +2.3% | -1.7% | +4.0% | +3.7% |
| 30D | +20.0% | -4.6% | +24.6% | +24.7% |
| 3M | -32.7% | +7.9% | -40.6% | -37.9% |
| 6M | +13.3% | +19.9% | -6.5% | -3.1% |
| YTD | +133.2% | +21.7% | +111.5% | +99.1% |
| 1Y | +357.3% | +38.4% | +318.8% | +248.6% |
| 3Y | +452.7% | +187.0% | +265.7% | +120.7% |
| 5Y | +47.2% | +99.5% | -52.3% | -20.3% |
| All | +67.9% | +311.8% | -244.0% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling