-25.1%
KORU vs CGNX
+19.2%
-44.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -10.5% | -26.9% | -23.0% |
| 7D | -48.7% | -19.5% | -29.2% | -27.3% |
| 30D | -68.9% | -28.4% | -40.5% | -48.0% |
| 3M | -64.6% | -32.7% | -31.9% | -35.0% |
| 6M | -82.2% | -19.0% | -63.1% | -68.2% |
| YTD | -28.1% | +32.6% | -60.6% | -2.0% |
| 1Y | -25.1% | +18.0% | -43.2% | +11.2% |
| All | -25.1% | +19.2% | -44.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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