-13.9%
KORU vs CRBG
+24.2%
-38.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.3% |
| 7D | -34.5% | +0.5% | -35.0% | -33.1% |
| 30D | -59.6% | +5.3% | -64.9% | -60.0% |
| 3M | -56.1% | +4.9% | -60.9% | -56.6% |
| 6M | -84.7% | +33.6% | -118.3% | -87.9% |
| YTD | -20.6% | +22.2% | -42.8% | -38.0% |
| 1Y | -13.9% | +23.2% | -37.0% | -33.1% |
| All | -13.9% | +24.2% | -38.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling