+56.9%
KORU vs CRH
+93.9%
-37.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +7.7% |
| 7D | -1.7% | -6.1% | +4.4% | +6.4% |
| 30D | +13.5% | -9.3% | +22.8% | +29.6% |
| 3M | -45.2% | -15.2% | -30.0% | -32.4% |
| 6M | +17.1% | -14.2% | +31.3% | +52.6% |
| YTD | +154.1% | -28.3% | +182.4% | +310.1% |
| 1Y | +375.7% | -21.8% | +397.4% | +586.8% |
| 3Y | +474.0% | +71.6% | +402.4% | +190.0% |
| All | +56.9% | +93.9% | -37.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling