+57.9%
KORU vs CL
+30.0%
+27.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +24.3% | -1.4% | +25.7% | +24.2% |
| 30D | +37.3% | -5.2% | +42.5% | +37.1% |
| 3M | -32.8% | +3.3% | -36.1% | -34.8% |
| 6M | +36.9% | -4.4% | +41.3% | +35.0% |
| YTD | +162.6% | +13.9% | +148.7% | +148.4% |
| 1Y | +467.0% | +7.6% | +459.4% | +446.5% |
| 3Y | +522.4% | +29.6% | +492.8% | +412.5% |
| 5Y | +57.9% | +28.1% | +29.8% | +23.3% |
| All | +57.9% | +30.0% | +27.9% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling