+474.0%
KORU vs CRS
+612.2%
-138.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.9% |
| 7D | -1.7% | -6.8% | +5.1% | +4.0% |
| 30D | +13.5% | -16.1% | +29.7% | +30.9% |
| 3M | -45.2% | -21.2% | -24.0% | -30.7% |
| 6M | +17.1% | +8.7% | +8.4% | +26.4% |
| YTD | +154.1% | +41.0% | +113.2% | +145.2% |
| 1Y | +375.7% | +82.7% | +293.0% | +297.8% |
| 3Y | +474.0% | +604.8% | -130.8% | +140.7% |
| All | +474.0% | +612.2% | -138.2% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling