-61.9%
KORU vs CSGP
+181.1%
-243.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.7% | +10.5% | +8.3% |
| 7D | -35.0% | +1.3% | -36.3% | -35.5% |
| 30D | -65.5% | +10.7% | -76.2% | -69.6% |
| 3M | -58.9% | +3.3% | -62.2% | -63.2% |
| 6M | -83.5% | -10.3% | -73.2% | -85.7% |
| YTD | -23.9% | -54.6% | +30.7% | +2.9% |
| 1Y | -12.4% | -54.6% | +42.2% | +17.8% |
| 3Y | +82.1% | -60.3% | +142.4% | +164.8% |
| 5Y | -42.6% | -63.3% | +20.7% | -11.2% |
| 10Y | -37.4% | +66.5% | -103.9% | -63.1% |
| All | -61.9% | +181.1% | -243.1% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling