+114.9%
KORU vs CL
+39.6%
+75.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.1% |
| 7D | -34.5% | +2.6% | -37.1% | -33.2% |
| 30D | -59.6% | +11.8% | -71.4% | -55.5% |
| 3M | -56.1% | +5.9% | -62.0% | -52.5% |
| 6M | -84.7% | +13.3% | -98.0% | -83.1% |
| YTD | -20.6% | +27.1% | -47.7% | -9.8% |
| 1Y | -13.9% | +28.0% | -41.9% | -2.2% |
| 3Y | +114.9% | +39.4% | +75.5% | +132.7% |
| All | +114.9% | +39.6% | +75.2% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling