+357.3%
KORU vs CRL
+73.3%
+284.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.9% | -10.6% | -11.2% |
| 7D | +2.3% | -6.9% | +9.3% | +7.5% |
| 30D | +20.0% | -3.2% | +23.2% | +23.7% |
| 3M | -32.7% | +46.5% | -79.3% | -49.7% |
| 6M | +13.3% | +63.1% | -49.8% | -19.3% |
| YTD | +133.2% | +36.9% | +96.4% | +76.0% |
| 1Y | +357.3% | +78.1% | +279.2% | +202.8% |
| All | +357.3% | +73.3% | +284.0% | +202.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling