+56.9%
KORU vs CHTR
-81.7%
+138.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.3% | +8.2% |
| 7D | -1.7% | -4.1% | +2.4% | -1.0% |
| 30D | +13.5% | -3.0% | +16.5% | +13.5% |
| 3M | -45.2% | +4.8% | -50.0% | -47.6% |
| 6M | +17.1% | -35.0% | +52.2% | +27.6% |
| YTD | +154.1% | -30.2% | +184.3% | +164.1% |
| 1Y | +375.7% | -44.8% | +420.4% | +450.2% |
| 3Y | +474.0% | -66.6% | +540.6% | +729.5% |
| All | +56.9% | -81.7% | +138.6% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling