-20.7%
KORU vs CME
+308.7%
-329.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +11.1% | +3.9% | +7.2% | +9.0% |
| 30D | -40.6% | +11.3% | -51.9% | -44.4% |
| 3M | -63.9% | +19.6% | -83.4% | -68.1% |
| 6M | -82.8% | +8.1% | -90.9% | -84.5% |
| YTD | -15.4% | +20.4% | -35.8% | -31.7% |
| 1Y | -3.3% | +16.5% | -19.8% | -20.1% |
| 3Y | +136.2% | +66.4% | +69.7% | +30.3% |
| 5Y | -36.7% | +74.5% | -111.2% | -66.7% |
| All | -20.7% | +308.7% | -329.5% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling