+91.9%
KORU vs CI
+141.9%
-50.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | +20.1% | -1.1% | +21.2% | +20.8% |
| 30D | +47.5% | +0.5% | +47.0% | +45.6% |
| 3M | -30.1% | -5.2% | -24.9% | -30.4% |
| 6M | +20.1% | +4.3% | +15.8% | +7.0% |
| YTD | +166.6% | +2.8% | +163.8% | +141.3% |
| 1Y | +458.9% | -5.8% | +464.7% | +421.0% |
| 3Y | +531.8% | +4.7% | +527.0% | +382.4% |
| 5Y | +67.7% | +42.7% | +25.0% | -10.0% |
| All | +91.9% | +141.9% | -50.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling