+82.9%
KORU vs CPRT
+380.0%
-297.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.6% | +11.6% | +11.5% |
| 7D | -1.7% | -11.2% | +9.5% | +10.2% |
| 30D | +13.5% | +3.3% | +10.2% | +9.9% |
| 3M | -45.2% | -3.6% | -41.6% | -47.2% |
| 6M | +17.1% | -15.8% | +32.9% | +28.5% |
| YTD | +154.1% | -23.5% | +177.6% | +200.4% |
| 1Y | +375.7% | -38.8% | +414.4% | +612.1% |
| 3Y | +474.0% | -33.4% | +507.5% | +660.4% |
| 5Y | +60.4% | -16.4% | +76.8% | +65.1% |
| All | +82.9% | +380.0% | -297.0% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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