+114.9%
KORU vs CLF
-21.8%
+136.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.9% | -11.1% | -9.0% |
| 7D | -34.5% | -9.1% | -25.5% | -29.2% |
| 30D | -59.6% | -0.9% | -58.7% | -58.0% |
| 3M | -56.1% | +3.0% | -59.0% | -55.3% |
| 6M | -84.7% | +16.7% | -101.4% | -84.8% |
| YTD | -20.6% | -3.2% | -17.4% | -16.4% |
| 1Y | -13.9% | +24.6% | -38.5% | -17.8% |
| 3Y | +114.9% | -22.3% | +137.1% | +114.0% |
| All | +114.9% | -21.8% | +136.7% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling