+573.0%
KORU vs CHYM
-23.3%
+596.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.6% |
| 7D | -1.7% | -2.3% | +0.5% | -0.7% |
| 30D | +13.5% | +4.4% | +9.1% | +11.7% |
| 3M | -45.2% | +91.3% | -136.5% | -60.9% |
| 6M | +17.1% | +44.0% | -26.8% | -5.8% |
| YTD | +154.1% | +31.1% | +123.0% | +105.9% |
| 1Y | +375.7% | +37.8% | +337.8% | +279.9% |
| All | +573.0% | -23.3% | +596.3% | +476.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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