+357.3%
KORU vs CLS
+28.7%
+328.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.5% | -10.0% | -9.8% |
| 7D | +2.3% | +5.0% | -2.6% | -2.8% |
| 30D | +20.0% | +4.8% | +15.2% | +15.5% |
| 3M | -32.7% | -10.4% | -22.3% | -16.9% |
| 6M | +13.3% | +20.8% | -7.5% | +22.0% |
| YTD | +133.2% | +10.0% | +123.2% | +162.6% |
| 1Y | +357.3% | +28.5% | +328.7% | +354.9% |
| All | +357.3% | +28.7% | +328.5% | +354.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling