+67.7%
KORU vs CHRW
+89.7%
-22.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +20.1% | +4.1% | +16.0% | +18.0% |
| 30D | +47.5% | +1.9% | +45.6% | +45.9% |
| 3M | -30.1% | -21.2% | -8.9% | -22.0% |
| 6M | +20.1% | -16.7% | +36.8% | +30.4% |
| YTD | +166.6% | -5.4% | +172.0% | +169.6% |
| 1Y | +458.9% | +21.2% | +437.8% | +397.9% |
| 3Y | +531.8% | +86.5% | +445.3% | +317.6% |
| 5Y | +67.7% | +93.0% | -25.4% | +1.1% |
| All | +67.7% | +89.7% | -22.0% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling