+88.7%
KORU vs CSX
+488.7%
-400.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.5% |
| 7D | +24.3% | +0.6% | +23.7% | +23.5% |
| 30D | +37.3% | -2.3% | +39.6% | +41.9% |
| 3M | -32.8% | +4.3% | -37.1% | -35.8% |
| 6M | +36.9% | +23.4% | +13.5% | +8.6% |
| YTD | +162.6% | +36.4% | +126.2% | +89.6% |
| 1Y | +467.0% | +53.0% | +414.0% | +260.5% |
| 3Y | +522.4% | +70.6% | +451.7% | +234.3% |
| 5Y | +57.9% | +65.5% | -7.6% | -10.5% |
| All | +88.7% | +488.7% | -400.0% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling