+22.5%
KORU vs CMG
+12.0%
+10.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.8% | -11.1% | -5.3% |
| 7D | -24.3% | +22.5% | -46.8% | -24.9% |
| 30D | -54.2% | +14.1% | -68.3% | -54.3% |
| 3M | -45.4% | +4.1% | -49.5% | -45.4% |
| 6M | -66.5% | +10.1% | -76.5% | -66.9% |
| YTD | +14.9% | -4.9% | +19.8% | +22.2% |
| 1Y | +22.5% | +10.9% | +11.6% | +23.0% |
| All | +22.5% | +12.0% | +10.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling