-62.5%
KORU vs CNH
+36.2%
-98.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.9% |
| 7D | +11.1% | +3.0% | +8.1% | +8.5% |
| 30D | -40.6% | -0.6% | -40.0% | -40.0% |
| 3M | -63.9% | +14.6% | -78.5% | -69.1% |
| 6M | -82.8% | +11.8% | -94.6% | -84.9% |
| YTD | -15.4% | +30.4% | -45.8% | -33.7% |
| 1Y | -3.3% | +19.1% | -22.3% | -17.7% |
| 3Y | +136.2% | +30.2% | +106.0% | +75.9% |
| 5Y | -36.7% | -17.8% | -18.9% | -24.1% |
| 10Y | -22.9% | +103.9% | -126.8% | -55.8% |
| All | -62.5% | +36.2% | -98.7% | -73.4% |
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