+474.0%
KORU vs CGNX
+49.8%
+424.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.1% | +4.9% | +5.3% |
| 7D | -1.7% | +3.2% | -4.9% | -4.2% |
| 30D | +13.5% | +6.0% | +7.5% | +9.1% |
| 3M | -45.2% | +3.5% | -48.7% | -41.6% |
| 6M | +17.1% | +26.3% | -9.2% | +19.3% |
| YTD | +154.1% | +79.2% | +74.9% | +104.6% |
| 1Y | +375.7% | +43.8% | +331.9% | +337.3% |
| 3Y | +474.0% | +52.0% | +422.1% | +388.4% |
| All | +474.0% | +49.8% | +424.2% | +388.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling