+22.5%
KORU vs CMI
+10.9%
+11.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.8% | +0.5% | +8.9% |
| 7D | -24.3% | -11.2% | -13.1% | +2.1% |
| 30D | -54.2% | -9.8% | -44.4% | -41.4% |
| 3M | -45.4% | -25.5% | -19.9% | +17.1% |
| 6M | -66.5% | -27.7% | -38.8% | -1.4% |
| YTD | +14.9% | -6.6% | +21.5% | +145.9% |
| 1Y | +22.5% | +11.7% | +10.9% | +148.7% |
| All | +22.5% | +10.9% | +11.6% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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