+67.7%
KORU vs CNH
+12.3%
+55.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | -0.7% |
| 7D | +20.1% | +1.8% | +18.3% | +17.9% |
| 30D | +47.5% | +32.6% | +14.8% | +9.5% |
| 3M | -30.1% | +29.4% | -59.5% | -46.0% |
| 6M | +20.1% | +26.0% | -5.8% | -2.9% |
| YTD | +166.6% | +52.2% | +114.4% | +80.7% |
| 1Y | +458.9% | +23.9% | +435.1% | +359.2% |
| 3Y | +531.8% | +10.1% | +521.6% | +460.5% |
| 5Y | +67.7% | +13.2% | +54.5% | +35.2% |
| All | +67.7% | +12.3% | +55.4% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling