+162.6%
KORU vs CI
+8.8%
+153.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.6% | +19.0% | +18.3% |
| 7D | -18.1% | -1.3% | -16.8% | -18.4% |
| 30D | -45.7% | +6.4% | -52.1% | -44.9% |
| 3M | -51.6% | +10.7% | -62.3% | -50.5% |
| 6M | -82.6% | +5.5% | -88.1% | -82.3% |
| YTD | -5.9% | +11.4% | -17.3% | -4.7% |
| 1Y | +3.3% | +15.0% | -11.8% | +4.1% |
| All | +162.6% | +8.8% | +153.8% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling