+68.3%
KORU vs CNP
+69.1%
-0.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +20.1% | +0.7% | +19.4% | +19.6% |
| 30D | +47.5% | -0.1% | +47.5% | +47.4% |
| 3M | -30.1% | -5.6% | -24.4% | -29.2% |
| 6M | +20.1% | -7.5% | +27.6% | +21.0% |
| YTD | +166.6% | +5.5% | +161.1% | +142.9% |
| 1Y | +458.9% | +8.3% | +450.6% | +393.9% |
| 3Y | +531.8% | +51.8% | +480.0% | +306.1% |
| All | +68.3% | +69.1% | -0.8% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling