+522.4%
KORU vs CFG
+193.0%
+329.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.4% |
| 7D | +24.3% | +2.7% | +21.6% | +21.9% |
| 30D | +37.3% | -3.7% | +41.0% | +41.3% |
| 3M | -32.8% | +9.5% | -42.3% | -38.3% |
| 6M | +36.9% | +22.2% | +14.7% | +16.3% |
| YTD | +162.6% | +22.3% | +140.3% | +125.6% |
| 1Y | +467.0% | +39.4% | +427.6% | +343.1% |
| 3Y | +522.4% | +188.5% | +333.9% | +173.3% |
| All | +522.4% | +193.0% | +329.4% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling