+57.9%
KORU vs CP
+34.0%
+23.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.2% |
| 7D | +24.3% | +2.4% | +21.9% | +20.8% |
| 30D | +37.3% | -0.5% | +37.9% | +39.4% |
| 3M | -32.8% | +1.4% | -34.2% | -35.3% |
| 6M | +36.9% | +10.3% | +26.6% | +19.9% |
| YTD | +162.6% | +24.3% | +138.3% | +99.2% |
| 1Y | +467.0% | +20.4% | +446.6% | +345.2% |
| 3Y | +522.4% | +21.8% | +500.6% | +389.8% |
| 5Y | +57.9% | +31.5% | +26.4% | +14.0% |
| All | +57.9% | +34.0% | +23.8% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling