+31.4%
KORU vs CHD
+268.9%
-237.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.2% |
| 7D | +24.3% | -2.9% | +27.2% | +25.4% |
| 30D | +37.3% | -6.2% | +43.5% | +39.4% |
| 3M | -32.8% | +1.6% | -34.3% | -35.1% |
| 6M | +36.9% | -3.5% | +40.4% | +33.9% |
| YTD | +162.6% | +16.2% | +146.4% | +137.3% |
| 1Y | +467.0% | +3.4% | +463.6% | +435.0% |
| 3Y | +522.4% | +4.6% | +517.8% | +460.2% |
| 5Y | +57.9% | +21.1% | +36.7% | +26.3% |
| 10Y | +70.8% | +126.5% | -55.8% | -18.8% |
| All | +31.4% | +268.9% | -237.6% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling