+82.9%
KORU vs CMG
+327.5%
-244.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.9% |
| 7D | -1.7% | -2.1% | +0.4% | -0.5% |
| 30D | +13.5% | +10.9% | +2.6% | +5.9% |
| 3M | -45.2% | +15.8% | -61.0% | -51.9% |
| 6M | +17.1% | +6.9% | +10.2% | +5.7% |
| YTD | +154.1% | -2.2% | +156.3% | +141.9% |
| 1Y | +375.7% | -7.1% | +382.8% | +355.9% |
| 3Y | +474.0% | -7.1% | +481.1% | +426.1% |
| 5Y | +60.4% | -4.8% | +65.2% | +43.5% |
| All | +82.9% | +327.5% | -244.6% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling