+29.3%
KORU vs CG
+208.2%
-178.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.1% | +14.9% |
| 7D | +13.0% | -4.3% | +17.3% | +17.7% |
| 30D | +27.3% | -5.1% | +32.4% | +33.1% |
| 3M | -55.3% | +8.7% | -64.0% | -57.9% |
| 6M | +11.6% | -9.2% | +20.8% | +27.0% |
| YTD | +158.5% | -18.9% | +177.4% | +221.9% |
| 1Y | +482.2% | -25.6% | +507.8% | +677.9% |
| 3Y | +471.9% | +57.3% | +414.6% | +269.7% |
| 5Y | +41.1% | +10.2% | +31.0% | +27.6% |
| 10Y | +80.2% | +364.2% | -284.0% | -43.1% |
| All | +29.3% | +208.2% | -178.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling