+29.3%
KORU vs CL
+106.8%
-77.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.5% | +14.9% | +14.4% |
| 7D | +13.0% | -2.2% | +15.2% | +14.6% |
| 30D | +27.3% | -4.8% | +32.1% | +30.4% |
| 3M | -55.3% | +4.9% | -60.2% | -60.9% |
| 6M | +11.6% | -5.7% | +17.3% | +7.9% |
| YTD | +158.5% | +14.4% | +144.2% | +112.0% |
| 1Y | +482.2% | +8.7% | +473.4% | +386.6% |
| 3Y | +471.9% | +30.0% | +441.9% | +277.6% |
| 5Y | +41.1% | +28.4% | +12.8% | -8.2% |
| 10Y | +80.2% | +50.1% | +30.1% | -0.1% |
| All | +29.3% | +106.8% | -77.4% | -53.9% |
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