+162.6%
KORU vs CP
+35.8%
+126.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | 0.0% | +18.5% | +18.5% |
| 7D | -18.1% | -0.7% | -17.4% | -17.1% |
| 30D | -45.7% | +9.6% | -55.4% | -52.0% |
| 3M | -51.6% | +2.2% | -53.8% | -53.0% |
| 6M | -82.6% | +11.1% | -93.7% | -85.3% |
| YTD | -5.9% | +28.2% | -34.1% | -31.6% |
| 1Y | +3.3% | +32.2% | -28.9% | -27.6% |
| All | +162.6% | +35.8% | +126.8% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling