+502.1%
KORU vs CPRT
-28.6%
+530.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.1% |
| 7D | +20.1% | -0.4% | +20.5% | +20.2% |
| 30D | +47.5% | +8.2% | +39.2% | +44.3% |
| 3M | -30.1% | +2.3% | -32.4% | -31.1% |
| 6M | +20.1% | -14.7% | +34.9% | +34.0% |
| YTD | +166.6% | -18.2% | +184.8% | +199.7% |
| 1Y | +458.9% | -33.4% | +492.3% | +647.7% |
| All | +502.1% | -28.6% | +530.7% | +547.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling