+29.3%
KORU vs CLF
-32.5%
+61.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.8% | +11.6% | +12.8% |
| 7D | +13.0% | +7.6% | +5.4% | +10.0% |
| 30D | +27.3% | -1.2% | +28.5% | +28.0% |
| 3M | -55.3% | -13.4% | -41.9% | -51.9% |
| 6M | +11.6% | +15.4% | -3.8% | +10.5% |
| YTD | +158.5% | -5.9% | +164.4% | +170.7% |
| 1Y | +482.2% | +18.8% | +463.3% | +453.4% |
| 3Y | +471.9% | -19.4% | +491.3% | +477.2% |
| 5Y | +41.1% | -47.7% | +88.9% | +61.3% |
| 10Y | +80.2% | +130.4% | -50.2% | +21.7% |
| All | +29.3% | -32.5% | +61.9% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling