+31.4%
KORU vs CNP
+165.7%
-134.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +0.6% |
| 7D | +24.3% | +1.6% | +22.6% | +22.4% |
| 30D | +37.3% | -0.8% | +38.1% | +38.1% |
| 3M | -32.8% | -3.6% | -29.2% | -32.5% |
| 6M | +36.9% | -6.9% | +43.9% | +38.1% |
| YTD | +162.6% | +6.4% | +156.2% | +134.5% |
| 1Y | +467.0% | +9.9% | +457.1% | +386.1% |
| 3Y | +522.4% | +53.1% | +469.3% | +279.8% |
| 5Y | +57.9% | +72.0% | -14.1% | -14.3% |
| 10Y | +70.8% | +131.5% | -60.8% | -34.3% |
| All | +31.4% | +165.7% | -134.4% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling