+13.3%
KORU vs CPNG
-22.1%
+35.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -11.9% |
| 7D | +2.3% | -5.4% | +7.7% | +8.4% |
| 30D | +20.0% | -11.1% | +31.1% | +35.3% |
| 3M | -32.7% | -3.0% | -29.7% | -33.9% |
| 6M | +13.3% | -23.5% | +36.8% | +34.4% |
| All | +13.3% | -22.1% | +35.4% | +34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling