-20.7%
KORU vs CLS
+1,916.3%
-1,937.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -1.1% |
| 7D | +11.1% | +16.3% | -5.1% | -0.9% |
| 30D | -40.6% | -25.7% | -14.9% | -20.8% |
| 3M | -63.9% | -30.9% | -33.0% | -47.7% |
| 6M | -82.8% | -35.5% | -47.3% | -70.3% |
| YTD | -15.4% | -18.7% | +3.3% | +27.6% |
| 1Y | -3.3% | -17.9% | +14.6% | +40.9% |
| 3Y | +136.2% | +838.1% | -701.9% | -51.2% |
| 5Y | -36.7% | +1,971.9% | -2,008.6% | -93.2% |
| All | -20.7% | +1,916.3% | -1,937.0% | -94.0% |
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