+482.2%
KORU vs CSX
+55.3%
+426.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.9% | +12.6% | +12.1% |
| 7D | +13.0% | -3.4% | +16.4% | +19.6% |
| 30D | +27.3% | -3.1% | +30.4% | +34.8% |
| 3M | -55.3% | +7.2% | -62.5% | -60.9% |
| 6M | +11.6% | +16.2% | -4.6% | -16.4% |
| YTD | +158.5% | +37.5% | +121.0% | +67.6% |
| 1Y | +482.2% | +53.2% | +428.9% | +259.9% |
| All | +482.2% | +55.3% | +426.9% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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