+82.9%
KORU vs CRH
+253.3%
-170.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +7.6% |
| 7D | -1.7% | -6.1% | +4.4% | +6.8% |
| 30D | +13.5% | -9.3% | +22.8% | +30.4% |
| 3M | -45.2% | -15.2% | -30.0% | -31.9% |
| 6M | +17.1% | -14.2% | +31.3% | +54.2% |
| YTD | +154.1% | -28.3% | +182.4% | +322.6% |
| 1Y | +375.7% | -21.8% | +397.4% | +600.2% |
| 3Y | +474.0% | +71.6% | +402.4% | +181.3% |
| 5Y | +60.4% | +96.6% | -36.2% | -32.2% |
| All | +82.9% | +253.3% | -170.4% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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