+67.9%
KORU vs CNH
+157.1%
-89.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -9.5% |
| 7D | +2.3% | -2.5% | +4.8% | +5.3% |
| 30D | +20.0% | +27.0% | -7.0% | -8.1% |
| 3M | -32.7% | +32.6% | -65.3% | -50.2% |
| 6M | +13.3% | +23.6% | -10.2% | -7.7% |
| YTD | +133.2% | +47.8% | +85.4% | +58.4% |
| 1Y | +357.3% | +21.3% | +336.0% | +279.1% |
| 3Y | +452.7% | +7.0% | +445.7% | +394.8% |
| 5Y | +47.2% | +10.2% | +37.0% | +28.8% |
| All | +67.9% | +157.1% | -89.2% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling