-20.7%
KORU vs CHRW
+128.6%
-149.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +11.1% | +7.3% | +3.9% | +7.0% |
| 30D | -40.6% | -3.6% | -37.0% | -39.3% |
| 3M | -63.9% | -9.6% | -54.3% | -62.2% |
| 6M | -82.8% | -17.0% | -65.8% | -81.4% |
| YTD | -15.4% | -15.4% | 0.0% | -10.2% |
| 1Y | -3.3% | -10.0% | +6.7% | -1.3% |
| 3Y | +136.2% | +82.2% | +54.0% | +29.2% |
| 5Y | -36.7% | +59.4% | -96.1% | -62.2% |
| All | -20.7% | +128.6% | -149.4% | -62.8% |
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