+29.3%
KORU vs CLS
+3,713.8%
-3,684.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.8% | +12.6% | +12.8% |
| 7D | +13.0% | +4.6% | +8.4% | +8.5% |
| 30D | +27.3% | -13.9% | +41.2% | +43.1% |
| 3M | -55.3% | -26.6% | -28.7% | -36.6% |
| 6M | +11.6% | +15.4% | -3.8% | +20.7% |
| YTD | +158.5% | +5.7% | +152.9% | +193.5% |
| 1Y | +482.2% | +41.1% | +441.0% | +434.2% |
| 3Y | +471.9% | +1,228.6% | -756.7% | -9.9% |
| 5Y | +41.1% | +3,240.6% | -3,199.5% | -88.9% |
| 10Y | +80.2% | +2,760.3% | -2,680.2% | -87.3% |
| All | +29.3% | +3,713.8% | -3,684.5% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling