-3.1%
KORU vs CLBK
+64.7%
-67.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.5% |
| 7D | +20.1% | -1.5% | +21.6% | +21.4% |
| 30D | +47.5% | +6.7% | +40.8% | +40.4% |
| 3M | -30.1% | +21.2% | -51.2% | -40.7% |
| 6M | +20.1% | +42.0% | -21.8% | -8.2% |
| YTD | +166.6% | +63.3% | +103.3% | +80.0% |
| 1Y | +458.9% | +65.4% | +393.6% | +268.1% |
| 3Y | +531.8% | +52.5% | +479.3% | +318.7% |
| 5Y | +67.7% | +42.0% | +25.7% | -0.9% |
| All | -3.1% | +64.7% | -67.8% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling