+31.4%
KORU vs CLX
+57.3%
-26.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +1.9% |
| 7D | +24.3% | -3.5% | +27.8% | +25.3% |
| 30D | +37.3% | -11.9% | +49.2% | +41.2% |
| 3M | -32.8% | -2.6% | -30.2% | -33.3% |
| 6M | +36.9% | -18.2% | +55.1% | +42.2% |
| YTD | +162.6% | -5.9% | +168.5% | +166.1% |
| 1Y | +467.0% | -23.8% | +490.9% | +502.2% |
| 3Y | +522.4% | -33.6% | +555.9% | +576.6% |
| 5Y | +57.9% | -35.7% | +93.5% | +69.4% |
| 10Y | +70.8% | -2.5% | +73.3% | +28.7% |
| All | +31.4% | +57.3% | -26.0% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling