+57.9%
KORU vs CLF
-48.3%
+106.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.5% |
| 7D | +24.3% | +6.5% | +17.8% | +20.2% |
| 30D | +37.3% | +0.2% | +37.1% | +37.1% |
| 3M | -32.8% | -3.1% | -29.7% | -31.0% |
| 6M | +36.9% | +25.0% | +11.9% | +29.3% |
| YTD | +162.6% | -7.5% | +170.1% | +177.5% |
| 1Y | +467.0% | +11.5% | +455.5% | +435.5% |
| 3Y | +522.4% | -13.7% | +536.1% | +488.3% |
| 5Y | +57.9% | -47.0% | +104.8% | +82.9% |
| All | +57.9% | -48.3% | +106.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling