-14.3%
KORU vs CL
+84.6%
-98.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.1% | +18.5% | +18.5% |
| 7D | -18.1% | -0.8% | -17.4% | -17.9% |
| 30D | -45.7% | +9.5% | -55.3% | -48.6% |
| 3M | -51.6% | +6.8% | -58.4% | -54.0% |
| 6M | -82.6% | +14.3% | -96.9% | -85.3% |
| YTD | -5.9% | +27.0% | -32.9% | -24.7% |
| 1Y | +3.3% | +26.3% | -23.0% | -17.3% |
| 3Y | +154.5% | +39.3% | +115.2% | +75.2% |
| 5Y | -26.6% | +41.5% | -68.1% | -51.1% |
| 10Y | -14.3% | +84.1% | -98.4% | -51.6% |
| All | -14.3% | +84.6% | -98.8% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling