+375.7%
KORU vs CG
-33.8%
+409.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.7% | +10.7% | +10.8% |
| 7D | -1.7% | -9.9% | +8.2% | +9.9% |
| 30D | +13.5% | -11.7% | +25.2% | +28.8% |
| 3M | -45.2% | -4.3% | -40.9% | -41.9% |
| 6M | +17.1% | -8.8% | +25.9% | +36.0% |
| YTD | +154.1% | -26.9% | +181.0% | +235.0% |
| 1Y | +375.7% | -35.4% | +411.1% | +597.0% |
| All | +375.7% | -33.8% | +409.5% | +597.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling