+67.9%
KORU vs CLS
+2,968.1%
-2,900.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.5% | -10.0% | -10.6% |
| 7D | +2.3% | +5.0% | -2.6% | -1.2% |
| 30D | +20.0% | +4.8% | +15.2% | +17.3% |
| 3M | -32.7% | -10.4% | -22.3% | -20.8% |
| 6M | +13.3% | +20.8% | -7.5% | +18.3% |
| YTD | +133.2% | +10.0% | +123.2% | +157.4% |
| 1Y | +357.3% | +28.5% | +328.7% | +344.3% |
| 3Y | +452.7% | +1,292.2% | -839.6% | -22.6% |
| 5Y | +47.2% | +3,616.8% | -3,569.6% | -90.6% |
| All | +67.9% | +2,968.1% | -2,900.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling