-61.6%
KORU vs CFG
+358.5%
-420.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.5% |
| 3M | -60.0% | -11.5% | -48.5% | -55.2% |
| 6M | -78.7% | +6.2% | -84.9% | -80.0% |
| YTD | -10.6% | +14.3% | -24.8% | -18.4% |
| 1Y | -3.8% | +26.7% | -30.5% | -19.5% |
| 3Y | +142.0% | +187.8% | -45.8% | -2.2% |
| 5Y | -33.1% | +61.3% | -94.4% | -56.0% |
| 10Y | -18.5% | +217.2% | -235.7% | -71.1% |
| All | -61.6% | +358.5% | -420.0% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling