-20.7%
KORU vs CRL
+350.3%
-371.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.7% |
| 7D | +11.1% | +0.1% | +11.0% | +11.3% |
| 30D | -40.6% | +11.9% | -52.5% | -44.5% |
| 3M | -63.9% | +20.2% | -84.1% | -67.9% |
| 6M | -82.8% | +107.5% | -190.4% | -90.4% |
| YTD | -15.4% | +69.4% | -84.8% | -44.4% |
| 1Y | -3.3% | +99.7% | -103.0% | -44.6% |
| 3Y | +136.2% | +98.8% | +37.4% | +12.7% |
| 5Y | -36.7% | -12.4% | -24.3% | -32.9% |
| All | -20.7% | +350.3% | -371.0% | -81.6% |
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