-20.7%
KORU vs CPB
-38.9%
+18.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -5.1% |
| 7D | +11.1% | -1.6% | +12.7% | +11.0% |
| 30D | -40.6% | +19.2% | -59.8% | -39.6% |
| 3M | -63.9% | -0.9% | -63.0% | -63.5% |
| 6M | -82.8% | +15.2% | -98.1% | -82.8% |
| YTD | -15.4% | -13.1% | -2.3% | -12.9% |
| 1Y | -3.3% | -22.4% | +19.2% | +0.9% |
| 3Y | +136.2% | -35.3% | +171.5% | +148.6% |
| 5Y | -36.7% | -33.0% | -3.7% | -34.3% |
| All | -20.7% | -38.9% | +18.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling