+47.2%
KORU vs CG
+2.7%
+44.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.4% | -10.2% | -10.3% |
| 7D | +2.3% | -9.8% | +12.1% | +12.7% |
| 30D | +20.0% | -10.3% | +30.3% | +32.4% |
| 3M | -32.7% | -1.7% | -31.1% | -30.5% |
| 6M | +13.3% | -9.8% | +23.1% | +30.2% |
| YTD | +133.2% | -25.6% | +158.8% | +215.1% |
| 1Y | +357.3% | -32.5% | +389.8% | +570.3% |
| 3Y | +452.7% | +45.6% | +407.0% | +267.2% |
| 5Y | +47.2% | +3.7% | +43.5% | +31.2% |
| All | +47.2% | +2.7% | +44.5% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling