+149.7%
KORU vs CFG
+189.7%
-40.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.3% |
| 7D | +24.3% | +1.6% | +22.7% | +23.1% |
| 30D | -44.8% | +3.3% | -48.1% | -45.3% |
| 3M | -60.0% | -11.5% | -48.5% | -55.6% |
| 6M | -78.7% | +6.2% | -84.9% | -79.9% |
| YTD | -10.6% | +14.3% | -24.8% | -17.9% |
| 1Y | -3.8% | +26.7% | -30.5% | -17.5% |
| All | +149.7% | +189.7% | -40.0% | +22.8% |
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