+29.3%
KORU vs CI
+380.7%
-351.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.3% | +14.7% | +14.2% |
| 7D | +13.0% | +1.3% | +11.7% | +11.8% |
| 30D | +27.3% | +4.4% | +22.8% | +22.8% |
| 3M | -55.3% | +0.7% | -55.9% | -57.9% |
| 6M | +11.6% | +0.3% | +11.3% | +3.1% |
| YTD | +158.5% | +3.8% | +154.7% | +134.6% |
| 1Y | +482.2% | -5.5% | +487.6% | +445.6% |
| 3Y | +471.9% | +8.1% | +463.8% | +341.1% |
| 5Y | +41.1% | +42.8% | -1.7% | -16.5% |
| 10Y | +80.2% | +143.9% | -63.7% | -16.4% |
| All | +29.3% | +380.7% | -351.3% | -50.1% |
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