+56.9%
KORU vs CRL
-37.1%
+94.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.0% | +7.8% |
| 7D | -1.7% | -3.5% | +1.8% | +0.7% |
| 30D | +13.5% | -2.1% | +15.7% | +15.9% |
| 3M | -45.2% | +48.0% | -93.2% | -57.9% |
| 6M | +17.1% | +64.7% | -47.6% | -14.0% |
| YTD | +154.1% | +39.5% | +114.6% | +104.6% |
| 1Y | +375.7% | +74.2% | +301.5% | +232.5% |
| 3Y | +474.0% | +39.4% | +434.7% | +327.8% |
| All | +56.9% | -37.1% | +94.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling