+67.7%
KORU vs CLS
+3,586.2%
-3,518.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.7% |
| 7D | +20.1% | +20.1% | 0.0% | +3.9% |
| 30D | +47.5% | +6.0% | +41.4% | +42.4% |
| 3M | -30.1% | -10.3% | -19.8% | -18.1% |
| 6M | +20.1% | +24.5% | -4.4% | +23.9% |
| YTD | +166.6% | +12.9% | +153.7% | +190.2% |
| 1Y | +458.9% | +36.7% | +422.3% | +433.6% |
| 3Y | +531.8% | +1,328.1% | -796.3% | -1.7% |
| 5Y | +67.7% | +3,682.3% | -3,614.6% | -87.9% |
| All | +67.7% | +3,586.2% | -3,518.5% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling