+47.5%
KORU vs CSGP
-64.7%
+112.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.4% | +15.9% | +14.2% |
| 7D | +13.0% | -4.1% | +17.1% | +14.3% |
| 30D | +27.3% | +2.3% | +25.0% | +25.3% |
| 3M | -55.3% | -8.2% | -47.1% | -56.2% |
| 6M | +11.6% | -35.1% | +46.7% | +32.1% |
| YTD | +158.5% | -54.0% | +212.6% | +270.4% |
| 1Y | +482.2% | -65.3% | +547.5% | +930.2% |
| 3Y | +471.9% | -62.6% | +534.5% | +830.7% |
| All | +47.5% | -64.7% | +112.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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