+22.5%
KORU vs CHD
+30.9%
-8.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -0.7% |
| 7D | -24.3% | +6.9% | -31.3% | -14.3% |
| 30D | -54.2% | +17.1% | -71.3% | -38.8% |
| 3M | -45.4% | +9.1% | -54.5% | -33.4% |
| 6M | -66.5% | +21.4% | -87.8% | -52.9% |
| YTD | +14.9% | +34.9% | -20.0% | +94.9% |
| 1Y | +22.5% | +31.0% | -8.5% | +97.2% |
| All | +22.5% | +30.9% | -8.4% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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