+82.9%
KORU vs CG
+314.7%
-231.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.7% | +10.7% |
| 7D | -1.7% | -9.9% | +8.2% | +8.8% |
| 30D | +13.5% | -11.7% | +25.2% | +27.5% |
| 3M | -45.2% | -4.3% | -40.9% | -42.1% |
| 6M | +17.1% | -8.8% | +25.9% | +34.0% |
| YTD | +154.1% | -26.9% | +181.0% | +254.5% |
| 1Y | +375.7% | -35.4% | +411.1% | +641.7% |
| 3Y | +474.0% | +43.0% | +431.0% | +281.3% |
| 5Y | +60.4% | +1.9% | +58.5% | +50.2% |
| All | +82.9% | +314.7% | -231.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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