+22.5%
KORU vs CLX
-6.5%
+29.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.7% | -11.0% | -5.4% |
| 7D | -24.3% | +14.2% | -38.5% | -24.7% |
| 30D | -54.2% | +22.7% | -76.9% | -55.0% |
| 3M | -45.4% | -2.8% | -42.7% | -44.6% |
| 6M | -66.5% | +17.7% | -84.1% | -70.8% |
| YTD | +14.9% | +3.3% | +11.6% | +61.7% |
| 1Y | +22.5% | -5.6% | +28.2% | +71.3% |
| All | +22.5% | -6.5% | +29.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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