+27.1%
KORU vs CHTR
+39.5%
-12.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.3% | +7.4% |
| 7D | -1.7% | -4.1% | +2.4% | -0.5% |
| 30D | +13.5% | -3.0% | +16.5% | +13.2% |
| 3M | -45.2% | +4.8% | -50.0% | -49.8% |
| 6M | +17.1% | -35.0% | +52.2% | +28.9% |
| YTD | +154.1% | -30.2% | +184.3% | +162.8% |
| 1Y | +375.7% | -44.8% | +420.4% | +460.1% |
| 3Y | +474.0% | -66.6% | +540.6% | +753.9% |
| 5Y | +60.4% | -81.5% | +141.9% | +248.7% |
| 10Y | +82.6% | -44.8% | +127.4% | +114.8% |
| All | +27.1% | +39.5% | -12.4% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling