+22.5%
KORU vs CNH
+15.2%
+7.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.1% |
| 7D | -24.3% | +6.5% | -30.8% | -29.2% |
| 30D | -54.2% | -12.0% | -42.3% | -49.1% |
| 3M | -45.4% | +4.4% | -49.8% | -50.3% |
| 6M | -66.5% | +15.7% | -82.1% | -72.0% |
| YTD | +14.9% | +28.2% | -13.3% | -6.2% |
| 1Y | +22.5% | +14.8% | +7.8% | +7.0% |
| All | +22.5% | +15.2% | +7.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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