+14.6%
KORU vs CNH
+64.7%
-50.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.0% | +9.4% | +9.5% |
| 7D | +13.0% | +23.3% | -10.3% | -8.8% |
| 30D | +27.3% | +33.5% | -6.2% | -5.4% |
| 3M | -55.3% | +32.7% | -88.0% | -65.9% |
| 6M | +11.6% | +22.2% | -10.6% | -5.9% |
| YTD | +158.5% | +57.7% | +100.9% | +69.6% |
| 1Y | +482.2% | +28.0% | +454.2% | +365.0% |
| 3Y | +471.9% | +11.5% | +460.4% | +401.0% |
| 5Y | +41.1% | +11.9% | +29.3% | +26.4% |
| 10Y | +80.2% | +162.8% | -82.6% | -17.9% |
| All | +14.6% | +64.7% | -50.1% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling