+375.7%
KORU vs CLF
+6.0%
+369.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.0% | +7.6% |
| 7D | -1.7% | -3.5% | +1.8% | +1.0% |
| 30D | +13.5% | -1.6% | +15.1% | +15.3% |
| 3M | -45.2% | -12.0% | -33.2% | -39.5% |
| 6M | +17.1% | +30.0% | -12.8% | +9.1% |
| YTD | +154.1% | -9.2% | +163.3% | +162.1% |
| 1Y | +375.7% | +2.3% | +373.4% | +382.8% |
| All | +375.7% | +6.0% | +369.7% | +382.8% |
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