+47.2%
KORU vs CLBK
+41.8%
+5.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.5% | -13.0% | -12.8% |
| 7D | +2.3% | -1.4% | +3.7% | +3.0% |
| 30D | +20.0% | +4.5% | +15.5% | +17.3% |
| 3M | -32.7% | +22.8% | -55.5% | -39.9% |
| 6M | +13.3% | +43.4% | -30.1% | -5.4% |
| YTD | +133.2% | +64.1% | +69.1% | +81.1% |
| 1Y | +357.3% | +67.6% | +289.7% | +249.1% |
| 3Y | +452.7% | +53.3% | +399.4% | +331.3% |
| 5Y | +47.2% | +44.8% | +2.4% | +3.1% |
| All | +47.2% | +41.8% | +5.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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