+136.2%
KORU vs CME
+65.9%
+70.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -4.4% |
| 7D | +11.1% | +3.9% | +7.2% | +16.7% |
| 30D | -40.6% | +11.3% | -51.9% | -30.3% |
| 3M | -63.9% | +19.6% | -83.4% | -52.6% |
| 6M | -82.8% | +8.1% | -90.9% | -76.5% |
| YTD | -15.4% | +20.4% | -35.8% | +22.7% |
| 1Y | -3.3% | +16.5% | -19.8% | +38.4% |
| 3Y | +136.2% | +66.4% | +69.7% | +270.8% |
| All | +136.2% | +65.9% | +70.2% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling