+29.3%
KORU vs CHRW
+234.0%
-204.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.1% | +12.4% | +12.7% |
| 7D | +13.0% | -1.4% | +14.4% | +14.1% |
| 30D | +27.3% | -3.5% | +30.7% | +30.0% |
| 3M | -55.3% | -19.4% | -35.9% | -49.3% |
| 6M | +11.6% | -21.4% | +33.0% | +29.5% |
| YTD | +158.5% | -7.1% | +165.7% | +162.6% |
| 1Y | +482.2% | +17.8% | +464.3% | +390.5% |
| 3Y | +471.9% | +78.8% | +393.1% | +224.1% |
| 5Y | +41.1% | +83.5% | -42.4% | -23.7% |
| 10Y | +80.2% | +160.2% | -80.1% | -28.1% |
| All | +29.3% | +234.0% | -204.6% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling