+67.9%
KORU vs CHRW
+182.4%
-114.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.3% | -13.8% | -13.3% |
| 7D | +2.3% | +4.4% | -2.0% | -0.4% |
| 30D | +20.0% | +5.5% | +14.5% | +15.7% |
| 3M | -32.7% | -17.3% | -15.5% | -25.4% |
| 6M | +13.3% | -12.7% | +26.0% | +21.7% |
| YTD | +133.2% | -4.1% | +137.3% | +132.0% |
| 1Y | +357.3% | +21.2% | +336.0% | +281.1% |
| 3Y | +452.7% | +88.9% | +363.8% | +205.4% |
| 5Y | +47.2% | +93.1% | -45.9% | -22.6% |
| All | +67.9% | +182.4% | -114.6% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling