+25.9%
KORU vs CPNG
-76.2%
+102.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +7.2% |
| 7D | -1.7% | -1.1% | -0.6% | -1.0% |
| 30D | +13.5% | -7.4% | +20.9% | +18.4% |
| 3M | -45.2% | -12.3% | -32.9% | -41.4% |
| 6M | +17.1% | -19.4% | +36.6% | +35.6% |
| YTD | +154.1% | -35.9% | +190.0% | +227.2% |
| 1Y | +375.7% | -53.4% | +429.1% | +624.5% |
| 3Y | +474.0% | -20.0% | +494.0% | +562.4% |
| 5Y | +60.4% | -49.6% | +110.0% | +95.1% |
| All | +25.9% | -76.2% | +102.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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