+426.7%
KORU vs CME
+52.3%
+374.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.8% |
| 7D | +2.3% | -2.4% | +4.7% | -0.3% |
| 30D | +20.0% | +6.2% | +13.8% | +28.9% |
| 3M | -32.7% | +4.4% | -37.1% | -23.5% |
| 6M | +13.3% | -9.6% | +23.0% | +22.9% |
| YTD | +133.2% | +3.8% | +129.4% | +165.9% |
| 1Y | +357.3% | +9.5% | +347.7% | +432.9% |
| All | +426.7% | +52.3% | +374.5% | +448.9% |
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