+482.2%
KORU vs CRS
+102.1%
+380.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.7% | +11.8% | +11.4% |
| 7D | +13.0% | -0.2% | +13.2% | +13.4% |
| 30D | +27.3% | -16.6% | +43.9% | +58.7% |
| 3M | -55.3% | -3.5% | -51.8% | -47.4% |
| 6M | +11.6% | +15.4% | -3.8% | +15.8% |
| YTD | +158.5% | +51.2% | +107.3% | +150.3% |
| 1Y | +482.2% | +98.3% | +383.9% | +475.4% |
| All | +482.2% | +102.1% | +380.1% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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