+493.2%
KORU vs CLS
+1,291.7%
-798.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.1% | -2.6% |
| 7D | +24.3% | +12.8% | +11.5% | +12.7% |
| 30D | +37.3% | +3.8% | +33.5% | +35.0% |
| 3M | -32.8% | -14.6% | -18.2% | -19.1% |
| 6M | +36.9% | +32.2% | +4.7% | +39.5% |
| YTD | +162.6% | +11.6% | +151.0% | +190.5% |
| 1Y | +467.0% | +35.1% | +432.0% | +464.8% |
| All | +493.2% | +1,291.7% | -798.5% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling