-57.7%
KORU vs CP
+337.7%
-395.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.9% |
| 7D | +11.1% | +2.1% | +9.0% | +8.6% |
| 30D | -40.6% | +9.3% | -49.9% | -47.4% |
| 3M | -63.9% | +0.5% | -64.4% | -64.5% |
| 6M | -82.8% | +10.4% | -93.2% | -85.2% |
| YTD | -15.4% | +28.7% | -44.1% | -38.6% |
| 1Y | -3.3% | +33.2% | -36.4% | -32.6% |
| 3Y | +136.2% | +38.4% | +97.7% | +59.5% |
| 5Y | -36.7% | +26.2% | -62.9% | -50.8% |
| 10Y | -22.9% | +258.4% | -281.3% | -76.0% |
| All | -57.7% | +337.7% | -395.4% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling