+67.9%
KORU vs CME
+280.4%
-212.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.4% |
| 7D | +2.3% | -2.4% | +4.7% | +3.6% |
| 30D | +20.0% | +6.2% | +13.8% | +15.4% |
| 3M | -32.7% | +4.4% | -37.1% | -36.6% |
| 6M | +13.3% | -9.6% | +23.0% | +13.2% |
| YTD | +133.2% | +3.8% | +129.4% | +108.6% |
| 1Y | +357.3% | +9.5% | +347.7% | +285.2% |
| 3Y | +452.7% | +51.9% | +400.7% | +224.7% |
| 5Y | +47.2% | +78.7% | -31.5% | -25.8% |
| All | +67.9% | +280.4% | -212.5% | -9.8% |
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