+22.5%
KORU vs CHRW
-10.6%
+33.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -24.3% | +4.9% | -29.2% | -25.4% |
| 30D | -54.2% | -4.8% | -49.4% | -53.9% |
| 3M | -45.4% | -13.1% | -32.3% | -43.2% |
| 6M | -66.5% | -16.3% | -50.1% | -64.7% |
| YTD | +14.9% | -15.8% | +30.7% | -4.8% |
| 1Y | +22.5% | -11.1% | +33.7% | -9.3% |
| All | +22.5% | -10.6% | +33.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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