+67.9%
KORU vs CRL
+249.3%
-181.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.9% | -10.6% | -11.0% |
| 7D | +2.3% | -6.9% | +9.3% | +8.3% |
| 30D | +20.0% | -3.2% | +23.2% | +24.3% |
| 3M | -32.7% | +46.5% | -79.3% | -51.9% |
| 6M | +13.3% | +63.1% | -49.8% | -23.9% |
| YTD | +133.2% | +36.9% | +96.4% | +78.2% |
| 1Y | +357.3% | +78.1% | +279.2% | +177.6% |
| 3Y | +452.7% | +36.7% | +416.0% | +260.4% |
| 5Y | +47.2% | -38.1% | +85.3% | +104.1% |
| All | +67.9% | +249.3% | -181.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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