+22.5%
KORU vs CHTR
-46.1%
+68.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.7% | -10.9% | -2.4% |
| 7D | -24.3% | +14.1% | -38.4% | -18.7% |
| 30D | -54.2% | +11.6% | -65.8% | -50.8% |
| 3M | -45.4% | -21.4% | -24.0% | -48.4% |
| 6M | -66.5% | -27.3% | -39.2% | -65.8% |
| YTD | +14.9% | -42.4% | +57.3% | +18.8% |
| 1Y | +22.5% | -45.6% | +68.1% | +27.1% |
| All | +22.5% | -46.1% | +68.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling