+29.3%
KORU vs COR
+762.2%
-732.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.9% | +15.3% | +14.3% |
| 7D | +13.0% | +2.8% | +10.2% | +11.4% |
| 30D | +27.3% | +4.5% | +22.7% | +23.2% |
| 3M | -55.3% | +22.7% | -77.9% | -61.8% |
| 6M | +11.6% | -9.7% | +21.3% | +11.3% |
| YTD | +158.5% | -1.4% | +160.0% | +144.5% |
| 1Y | +482.2% | +13.9% | +468.2% | +395.7% |
| 3Y | +471.9% | +94.0% | +377.9% | +218.5% |
| 5Y | +41.1% | +184.0% | -142.9% | -40.7% |
| 10Y | +80.2% | +406.8% | -326.6% | -47.2% |
| All | +29.3% | +762.2% | -732.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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