+29.3%
KORU vs CME
+711.2%
-681.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.3% | +13.7% | +13.6% |
| 7D | +13.0% | -1.6% | +14.6% | +13.8% |
| 30D | +27.3% | +6.2% | +21.0% | +22.4% |
| 3M | -55.3% | +10.4% | -65.7% | -59.5% |
| 6M | +11.6% | -9.5% | +21.1% | +11.8% |
| YTD | +158.5% | +6.0% | +152.5% | +130.1% |
| 1Y | +482.2% | +9.3% | +472.9% | +398.9% |
| 3Y | +471.9% | +57.7% | +414.2% | +245.1% |
| 5Y | +41.1% | +77.7% | -36.5% | -22.4% |
| 10Y | +80.2% | +281.2% | -201.0% | -27.2% |
| All | +29.3% | +711.2% | -681.8% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling