+56.9%
KORU vs CRS
+1,363.4%
-1,306.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.8% |
| 7D | -1.7% | -6.8% | +5.1% | +3.6% |
| 30D | +13.5% | -16.1% | +29.7% | +29.9% |
| 3M | -45.2% | -21.2% | -24.0% | -31.7% |
| 6M | +17.1% | +8.7% | +8.4% | +24.9% |
| YTD | +154.1% | +41.0% | +113.2% | +136.5% |
| 1Y | +375.7% | +82.7% | +293.0% | +269.4% |
| 3Y | +474.0% | +604.8% | -130.8% | +75.5% |
| All | +56.9% | +1,363.4% | -1,306.5% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling