+29.3%
KORU vs CRL
+586.3%
-556.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.7% | +15.1% | +14.7% |
| 7D | +13.0% | -1.0% | +14.0% | +13.9% |
| 30D | +27.3% | +10.7% | +16.6% | +18.2% |
| 3M | -55.3% | +55.3% | -110.6% | -68.6% |
| 6M | +11.6% | +60.7% | -49.1% | -23.2% |
| YTD | +158.5% | +44.6% | +113.9% | +91.0% |
| 1Y | +482.2% | +77.7% | +404.4% | +259.7% |
| 3Y | +471.9% | +37.6% | +434.3% | +281.3% |
| 5Y | +41.1% | -35.8% | +77.0% | +82.0% |
| 10Y | +80.2% | +241.7% | -161.6% | -41.6% |
| All | +29.3% | +586.3% | -556.9% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling