-20.7%
KORU vs CI
+146.2%
-166.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.7% | -5.6% |
| 7D | +11.1% | +1.2% | +10.0% | +10.2% |
| 30D | -40.6% | +2.6% | -43.2% | -42.4% |
| 3M | -63.9% | +7.4% | -71.3% | -66.7% |
| 6M | -82.8% | -0.1% | -82.7% | -84.3% |
| YTD | -15.4% | +9.7% | -25.1% | -28.5% |
| 1Y | -3.3% | +12.1% | -15.4% | -20.0% |
| 3Y | +136.2% | +7.0% | +129.1% | +75.7% |
| 5Y | -36.7% | +49.7% | -86.4% | -67.9% |
| All | -20.7% | +146.2% | -166.9% | -72.6% |
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