+82.9%
KORU vs CLX
-3.7%
+86.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.2% |
| 7D | -1.7% | -5.7% | +4.0% | -0.7% |
| 30D | +13.5% | -17.0% | +30.6% | +17.4% |
| 3M | -45.2% | -9.7% | -35.5% | -44.6% |
| 6M | +17.1% | -19.8% | +37.0% | +21.5% |
| YTD | +154.1% | -9.8% | +164.0% | +160.0% |
| 1Y | +375.7% | -26.2% | +401.8% | +403.9% |
| 3Y | +474.0% | -36.2% | +510.2% | +519.3% |
| 5Y | +60.4% | -38.3% | +98.8% | +71.2% |
| All | +82.9% | -3.7% | +86.6% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling