-36.9%
KORU vs CNP
+74.5%
-111.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.8% |
| 7D | +11.1% | +1.3% | +9.8% | +10.2% |
| 30D | -40.6% | +3.8% | -44.4% | -41.8% |
| 3M | -63.9% | +2.4% | -66.3% | -64.4% |
| 6M | -82.8% | -1.2% | -81.6% | -83.3% |
| YTD | -15.4% | +9.3% | -24.7% | -24.7% |
| 1Y | -3.3% | +6.4% | -9.7% | -12.2% |
| 3Y | +136.2% | +66.4% | +69.8% | +35.5% |
| All | -36.9% | +74.5% | -111.4% | -64.6% |
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