+482.2%
KORU vs CME
+8.4%
+473.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.3% | +13.7% | +12.9% |
| 7D | +13.0% | -1.6% | +14.6% | +9.6% |
| 30D | +27.3% | +6.2% | +21.0% | +46.0% |
| 3M | -55.3% | +10.4% | -65.7% | -37.4% |
| 6M | +11.6% | -9.5% | +21.1% | +27.2% |
| YTD | +158.5% | +6.0% | +152.5% | +253.3% |
| 1Y | +482.2% | +9.3% | +472.9% | +806.1% |
| All | +482.2% | +8.4% | +473.8% | +806.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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