+67.7%
KORU vs CFG
+99.7%
-32.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.2% |
| 7D | +20.1% | -0.6% | +20.7% | +20.6% |
| 30D | +47.5% | -4.5% | +52.0% | +53.2% |
| 3M | -30.1% | +6.3% | -36.4% | -34.5% |
| 6M | +20.1% | +20.6% | -0.5% | +2.0% |
| YTD | +166.6% | +21.2% | +145.3% | +128.1% |
| 1Y | +458.9% | +38.2% | +420.8% | +328.2% |
| 3Y | +531.8% | +185.9% | +345.8% | +152.8% |
| 5Y | +67.7% | +97.0% | -29.3% | -2.4% |
| All | +67.7% | +99.7% | -32.0% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling