+56.9%
KORU vs CHD
+20.9%
+36.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +9.0% |
| 7D | -1.7% | -4.5% | +2.8% | -2.6% |
| 30D | +13.5% | -6.7% | +20.3% | +12.3% |
| 3M | -45.2% | -2.7% | -42.5% | -45.3% |
| 6M | +17.1% | -4.9% | +22.1% | +17.3% |
| YTD | +154.1% | +13.3% | +140.8% | +151.5% |
| 1Y | +375.7% | +1.0% | +374.7% | +376.7% |
| 3Y | +474.0% | +1.3% | +472.7% | +462.1% |
| All | +56.9% | +20.9% | +36.1% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling