+22.5%
KORU vs CLF
+12.5%
+10.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.2% | +3.9% | +2.2% |
| 7D | -24.3% | -7.9% | -16.4% | -19.5% |
| 30D | -54.2% | +5.2% | -59.5% | -56.1% |
| 3M | -45.4% | +4.3% | -49.8% | -47.5% |
| 6M | -66.5% | +25.3% | -91.7% | -69.3% |
| YTD | +14.9% | -3.3% | +18.2% | +6.6% |
| 1Y | +22.5% | +20.2% | +2.3% | +3.2% |
| All | +22.5% | +12.5% | +10.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling