+31.4%
KORU vs CIEN
+2,030.4%
-1,999.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | -2.9% |
| 7D | +24.3% | -5.3% | +29.6% | +27.9% |
| 30D | +37.3% | -17.2% | +54.6% | +58.4% |
| 3M | -32.8% | -26.9% | -5.9% | -9.4% |
| 6M | +36.9% | +16.0% | +20.9% | +48.9% |
| YTD | +162.6% | +45.9% | +116.7% | +152.9% |
| 1Y | +467.0% | +186.8% | +280.2% | +268.4% |
| 3Y | +522.4% | +607.8% | -85.4% | +120.9% |
| 5Y | +57.9% | +506.7% | -448.9% | -39.0% |
| 10Y | +70.8% | +1,438.7% | -1,368.0% | -56.6% |
| All | +31.4% | +2,030.4% | -1,999.0% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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