+22.5%
KORU vs CL
+33.4%
-10.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.6% | +0.3% |
| 7D | -24.3% | +7.7% | -32.0% | -13.1% |
| 30D | -54.2% | +15.2% | -69.5% | -40.3% |
| 3M | -45.4% | +7.3% | -52.8% | -34.1% |
| 6M | -66.5% | +17.0% | -83.5% | -58.0% |
| YTD | +14.9% | +28.0% | -13.1% | +79.9% |
| 1Y | +22.5% | +32.1% | -9.6% | +100.6% |
| All | +22.5% | +33.4% | -10.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling