+136.2%
KORU vs CHRW
+80.1%
+56.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +11.1% | +7.3% | +3.9% | +9.1% |
| 30D | -40.6% | -3.6% | -37.0% | -40.1% |
| 3M | -63.9% | -9.6% | -54.3% | -63.1% |
| 6M | -82.8% | -17.0% | -65.8% | -81.9% |
| YTD | -15.4% | -15.4% | 0.0% | -11.2% |
| 1Y | -3.3% | -10.0% | +6.7% | +0.3% |
| 3Y | +136.2% | +82.2% | +54.0% | +92.5% |
| All | +136.2% | +80.1% | +56.0% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling