-52.9%
KORU vs CI
+415.7%
-468.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.6% | +19.0% | +18.8% |
| 7D | -18.1% | -1.3% | -16.8% | -17.3% |
| 30D | -45.7% | +6.4% | -52.1% | -48.5% |
| 3M | -51.6% | +10.7% | -62.3% | -55.9% |
| 6M | -82.6% | +5.5% | -88.1% | -84.7% |
| YTD | -5.9% | +11.4% | -17.3% | -20.0% |
| 1Y | +3.3% | +15.0% | -11.8% | -14.6% |
| 3Y | +154.5% | +9.0% | +145.5% | +94.2% |
| 5Y | -26.6% | +52.0% | -78.5% | -58.9% |
| 10Y | -14.3% | +150.9% | -165.2% | -61.9% |
| All | -52.9% | +415.7% | -468.7% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling