+91.6%
KORU vs CL
+54.1%
+37.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +20.1% | -2.3% | +22.4% | +21.4% |
| 30D | +47.5% | -5.5% | +53.0% | +50.8% |
| 3M | -30.1% | +0.8% | -30.9% | -34.1% |
| 6M | +20.1% | -4.2% | +24.3% | +15.1% |
| YTD | +166.6% | +13.4% | +153.2% | +127.6% |
| 1Y | +458.9% | +7.1% | +451.9% | +388.5% |
| 3Y | +531.8% | +29.0% | +502.7% | +346.0% |
| 5Y | +67.7% | +28.3% | +39.4% | +16.3% |
| 10Y | +91.6% | +57.3% | +34.3% | +18.0% |
| All | +91.6% | +54.1% | +37.5% | +18.0% |
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