-36.9%
KORU vs CG
-23.0%
-13.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.5% | -6.4% |
| 7D | +11.1% | +0.2% | +11.0% | +11.0% |
| 30D | -40.6% | +11.2% | -51.8% | -45.7% |
| 3M | -63.9% | -22.1% | -41.8% | -53.4% |
| 6M | -82.8% | -17.9% | -64.9% | -78.5% |
| YTD | -15.4% | -31.3% | +15.9% | +25.9% |
| 1Y | -3.3% | -24.0% | +20.7% | +31.1% |
| 3Y | +136.2% | +45.0% | +91.2% | +59.7% |
| All | -36.9% | -23.0% | -13.8% | -21.2% |
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