-60.3%
KORU vs CL
+129.8%
-190.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | -34.5% | +2.6% | -37.1% | -35.6% |
| 30D | -59.6% | +11.8% | -71.4% | -63.2% |
| 3M | -56.1% | +5.9% | -62.0% | -59.0% |
| 6M | -84.7% | +13.3% | -98.0% | -87.6% |
| YTD | -20.6% | +27.1% | -47.7% | -40.7% |
| 1Y | -13.9% | +28.0% | -41.9% | -36.5% |
| 3Y | +114.9% | +39.4% | +75.5% | +34.3% |
| 5Y | -36.0% | +40.8% | -76.7% | -61.4% |
| 10Y | -27.8% | +84.9% | -112.7% | -68.9% |
| All | -60.3% | +129.8% | -190.0% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling