-60.3%
KORU vs CNH
+36.9%
-97.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.8% | -0.9% |
| 7D | +24.3% | +6.4% | +17.9% | +17.7% |
| 30D | -44.8% | -1.6% | -43.2% | -43.6% |
| 3M | -60.0% | +11.6% | -71.6% | -65.0% |
| 6M | -78.7% | +12.5% | -91.2% | -81.3% |
| YTD | -10.6% | +31.1% | -41.6% | -30.2% |
| 1Y | -3.8% | +17.0% | -20.8% | -16.7% |
| 3Y | +142.0% | +28.7% | +113.2% | +82.3% |
| 5Y | -33.1% | -17.4% | -15.7% | -20.1% |
| 10Y | -18.5% | +105.0% | -123.4% | -53.5% |
| All | -60.3% | +36.9% | -97.2% | -72.0% |
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 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