+27.1%
KORU vs CRH
+486.7%
-459.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.5% |
| 6M | +17.1% | -14.2% | +31.3% | +52.5% |
| YTD | +154.1% | -28.3% | +182.4% | +314.1% |
| 1Y | +375.7% | -21.8% | +397.4% | +590.6% |
| 3Y | +474.0% | +71.6% | +402.4% | +199.9% |
| 5Y | +60.4% | +96.6% | -36.2% | -26.2% |
| 10Y | +82.6% | +253.8% | -171.2% | -53.8% |
| All | +27.1% | +486.7% | -459.5% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling