+32.0%
KORU vs CPNG
-76.8%
+108.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +20.1% | -7.6% | +27.7% | +25.3% |
| 30D | +47.5% | -8.8% | +56.3% | +54.9% |
| 3M | -30.1% | -7.2% | -22.8% | -26.8% |
| 6M | +20.1% | -21.5% | +41.7% | +40.7% |
| YTD | +166.6% | -37.4% | +204.0% | +247.5% |
| 1Y | +458.9% | -54.3% | +513.3% | +760.0% |
| 3Y | +531.8% | -20.3% | +552.1% | +631.3% |
| 5Y | +67.7% | -51.2% | +118.9% | +106.8% |
| All | +32.0% | -76.8% | +108.8% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling