-57.7%
KORU vs CPRT
+659.4%
-717.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.9% |
| 7D | +11.1% | -0.4% | +11.5% | +11.7% |
| 30D | -40.6% | +21.2% | -61.8% | -52.0% |
| 3M | -63.9% | +8.3% | -72.2% | -68.5% |
| 6M | -82.8% | -3.4% | -79.4% | -84.5% |
| YTD | -15.4% | -18.7% | +3.3% | -11.3% |
| 1Y | -3.3% | -23.5% | +20.3% | +8.1% |
| 3Y | +136.2% | -34.2% | +170.3% | +200.5% |
| 5Y | -36.7% | -18.2% | -18.5% | -35.2% |
| 10Y | -22.9% | +370.9% | -393.8% | -85.5% |
| All | -57.7% | +659.4% | -717.1% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling