+29.3%
KORU vs CP
+324.9%
-295.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.1% | +13.0% |
| 7D | +13.0% | -2.7% | +15.7% | +17.0% |
| 30D | +27.3% | +0.2% | +27.1% | +28.2% |
| 3M | -55.3% | +2.6% | -57.9% | -57.6% |
| 6M | +11.6% | +6.0% | +5.6% | +4.0% |
| YTD | +158.5% | +24.9% | +133.6% | +97.7% |
| 1Y | +482.2% | +20.1% | +462.0% | +364.1% |
| 3Y | +471.9% | +16.4% | +455.5% | +386.6% |
| 5Y | +41.1% | +31.7% | +9.4% | +5.7% |
| 10Y | +80.2% | +223.9% | -143.7% | -37.2% |
| All | +29.3% | +324.9% | -295.6% | -64.0% |
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 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