+67.9%
KORU vs CNP
+137.1%
-69.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.6% | -10.9% | -11.1% |
| 7D | +2.3% | -2.2% | +4.5% | +4.4% |
| 30D | +20.0% | -2.1% | +22.1% | +22.2% |
| 3M | -32.7% | -7.9% | -24.8% | -29.4% |
| 6M | +13.3% | -8.3% | +21.6% | +15.9% |
| YTD | +133.2% | +3.8% | +129.4% | +112.8% |
| 1Y | +357.3% | +5.9% | +351.4% | +305.0% |
| 3Y | +452.7% | +49.3% | +403.4% | +241.4% |
| 5Y | +47.2% | +69.3% | -22.1% | -20.2% |
| All | +67.9% | +137.1% | -69.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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